-15.9%
BURL vs EQH
+68.6%
-84.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +4.1% | -2.2% | +6.3% | +5.2% |
| 30D | -9.5% | -1.1% | -8.4% | -9.1% |
| 3M | -33.5% | +0.9% | -34.5% | -34.2% |
| 6M | -22.1% | +22.1% | -44.2% | -30.0% |
| YTD | -14.6% | +12.8% | -27.4% | -21.0% |
| 1Y | -8.4% | +20.5% | -28.9% | -18.3% |
| 3Y | +86.6% | +113.2% | -26.6% | +15.4% |
| All | -15.9% | +68.6% | -84.5% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling