+47.4%
DE vs BURL
-9.4%
+56.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.8% |
| 7D | +3.5% | +7.7% | -4.2% | +3.4% |
| 30D | +11.3% | -7.1% | +18.5% | +11.3% |
| 3M | +11.6% | -30.3% | +41.9% | +12.1% |
| 6M | +20.9% | -15.5% | +36.4% | +20.8% |
| YTD | +49.7% | -11.0% | +60.6% | +51.2% |
| All | +47.4% | -9.4% | +56.8% | +49.7% |
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 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