-5.3%
BURL vs EQH
+18.6%
-23.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.6% | +6.1% | +7.3% |
| 7D | +10.4% | +2.8% | +7.6% | +9.7% |
| 30D | -4.9% | +3.9% | -8.9% | -5.8% |
| 3M | -29.8% | +16.3% | -46.1% | -32.6% |
| 6M | -16.5% | +37.1% | -53.6% | -23.7% |
| YTD | -10.5% | +20.2% | -30.8% | -18.1% |
| 1Y | -5.3% | +17.9% | -23.3% | -13.3% |
| All | -5.3% | +18.6% | -23.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling