-10.7%
BURL vs EQH
+93.2%
-103.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.1% |
| 7D | -2.8% | +5.5% | -8.3% | -5.4% |
| 30D | -28.2% | +3.2% | -31.4% | -29.4% |
| 3M | -17.6% | +32.5% | -50.1% | -28.6% |
| 6M | -11.8% | +33.7% | -45.5% | -24.3% |
| YTD | -8.1% | +13.4% | -21.6% | -15.0% |
| 1Y | -12.0% | +0.6% | -12.5% | -13.9% |
| 3Y | +63.3% | +95.1% | -31.8% | +6.4% |
| All | -10.7% | +93.2% | -103.9% | -44.8% |
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 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