+762.6%
DE vs BURL
+244.4%
+518.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.5% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +4.4% | -4.3% | +8.8% | +5.4% |
| 3M | +9.8% | -28.8% | +38.6% | +18.6% |
| 6M | +15.8% | -12.8% | +28.6% | +18.0% |
| YTD | +47.0% | -12.8% | +59.8% | +49.1% |
| 1Y | +42.8% | -12.3% | +55.0% | +43.7% |
| 3Y | +88.9% | +92.7% | -3.8% | +47.0% |
| 5Y | +101.9% | -6.5% | +108.4% | +84.3% |
| All | +762.6% | +244.4% | +518.2% | +483.7% |
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