+782.7%
DE vs BURL
+247.8%
+534.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.2% |
| 7D | +3.3% | +5.9% | -2.6% | +1.8% |
| 30D | +10.7% | -8.3% | +19.1% | +12.9% |
| 3M | +13.1% | -31.6% | +44.8% | +23.4% |
| 6M | +20.2% | -16.6% | +36.8% | +23.9% |
| YTD | +48.9% | -12.1% | +61.0% | +50.7% |
| 1Y | +46.6% | -10.0% | +56.6% | +46.6% |
| 3Y | +91.4% | +94.3% | -2.9% | +48.7% |
| 5Y | +108.1% | -13.2% | +121.4% | +94.5% |
| 10Y | +782.7% | +252.5% | +530.2% | +494.9% |
| All | +782.7% | +247.8% | +534.9% | +494.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling