+793.2%
DE vs BURL
+261.4%
+531.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +1.9% |
| 7D | +3.5% | +7.7% | -4.2% | +1.6% |
| 30D | +11.3% | -7.1% | +18.5% | +13.2% |
| 3M | +11.6% | -30.3% | +41.9% | +21.2% |
| 6M | +20.9% | -15.5% | +36.4% | +24.2% |
| YTD | +49.7% | -11.0% | +60.6% | +51.1% |
| 1Y | +49.5% | -8.4% | +57.9% | +48.8% |
| 3Y | +94.7% | +96.7% | -2.0% | +50.8% |
| 5Y | +107.4% | -14.1% | +121.4% | +94.6% |
| 10Y | +793.2% | +255.1% | +538.1% | +501.3% |
| All | +793.2% | +261.4% | +531.8% | +501.3% |
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