+778.6%
DE vs BURL
+252.7%
+526.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -0.6% | +4.1% | -4.6% | -1.6% |
| 30D | +2.3% | -9.5% | +11.7% | +4.6% |
| 3M | +9.5% | -33.5% | +43.0% | +20.3% |
| 6M | +14.1% | -22.1% | +36.2% | +19.6% |
| YTD | +45.4% | -14.6% | +60.0% | +48.3% |
| 1Y | +42.9% | -8.4% | +51.3% | +42.0% |
| 3Y | +84.8% | +86.6% | -1.7% | +45.1% |
| 5Y | +101.8% | -17.2% | +119.0% | +90.9% |
| All | +778.6% | +252.7% | +526.0% | +498.3% |
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