+932.5%
DE vs BURL
+970.5%
-38.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | -0.6% | +4.1% | -4.6% | -1.5% |
| 30D | +2.3% | -9.5% | +11.7% | +4.3% |
| 3M | +9.5% | -33.5% | +43.0% | +19.2% |
| 6M | +14.1% | -22.1% | +36.2% | +19.1% |
| YTD | +45.4% | -14.6% | +60.0% | +48.1% |
| 1Y | +42.9% | -8.4% | +51.3% | +42.2% |
| 3Y | +84.8% | +86.6% | -1.7% | +50.0% |
| 5Y | +101.8% | -17.2% | +119.0% | +91.0% |
| 10Y | +788.0% | +256.4% | +531.6% | +536.8% |
| All | +932.5% | +970.5% | -38.0% | +597.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling