+634.4%
EAT vs BURL
+63.9%
+570.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.2% |
| 7D | 0.0% | -2.8% | +2.8% | +0.8% |
| 30D | +1.9% | -28.2% | +30.0% | +12.4% |
| 3M | +68.7% | -17.6% | +86.3% | +78.2% |
| 6M | +66.9% | -11.8% | +78.7% | +72.8% |
| YTD | +60.4% | -8.1% | +68.6% | +64.3% |
| 1Y | +44.0% | -12.0% | +55.9% | +48.2% |
| All | +634.4% | +63.9% | +570.4% | +605.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling