+47.9%
DE vs BURL
-9.5%
+57.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.1% |
| 7D | +10.0% | -2.8% | +12.8% | +10.0% |
| 30D | +13.3% | -28.2% | +41.5% | +13.9% |
| 3M | +17.5% | -17.6% | +35.1% | +17.9% |
| 6M | +13.6% | -11.8% | +25.3% | +14.0% |
| YTD | +49.8% | -8.1% | +57.9% | +51.0% |
| 1Y | +47.9% | -12.0% | +59.8% | +56.2% |
| All | +47.9% | -9.5% | +57.4% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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