+72.4%
BURL vs EQH
+226.9%
-154.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.4% |
| 7D | -7.0% | +1.1% | -8.1% | -7.5% |
| 30D | -35.6% | -1.1% | -34.5% | -35.4% |
| 3M | -26.3% | +25.0% | -51.3% | -34.4% |
| 6M | -20.7% | +33.9% | -54.6% | -32.2% |
| YTD | -17.2% | +11.6% | -28.8% | -23.0% |
| 1Y | -15.0% | +1.5% | -16.6% | -17.8% |
| 3Y | +53.2% | +96.7% | -43.5% | +2.3% |
| 5Y | -18.7% | +93.9% | -112.6% | -46.6% |
| All | +72.4% | +226.9% | -154.4% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling