+46.6%
DE vs BURL
-10.6%
+57.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.5% |
| 7D | +3.3% | +5.9% | -2.6% | +3.1% |
| 30D | +10.7% | -8.3% | +19.1% | +10.8% |
| 3M | +13.1% | -31.6% | +44.8% | +13.7% |
| 6M | +20.2% | -16.6% | +36.8% | +20.2% |
| YTD | +48.9% | -12.1% | +61.0% | +50.5% |
| 1Y | +46.6% | -10.0% | +56.6% | +49.0% |
| All | +46.6% | -10.6% | +57.2% | +49.0% |
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