+90.9%
EAT vs BURL
-9.4%
+100.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -2.7% |
| 7D | -3.9% | +7.7% | -11.6% | -6.0% |
| 30D | +5.0% | -7.1% | +12.1% | +7.1% |
| 3M | -9.6% | -30.3% | +20.7% | 0.0% |
| 6M | +46.8% | -15.5% | +62.3% | +52.4% |
| YTD | +41.8% | -11.0% | +52.8% | +51.6% |
| All | +90.9% | -9.4% | +100.4% | +107.0% |
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