+489.9%
EAT vs BURL
+86.7%
+403.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.4% |
| 7D | -2.6% | +4.1% | -6.7% | -3.7% |
| 30D | +11.5% | -9.5% | +20.9% | +14.7% |
| 3M | -9.1% | -33.5% | +24.4% | +2.2% |
| 6M | +40.4% | -22.1% | +62.5% | +49.9% |
| YTD | +43.9% | -14.6% | +58.5% | +50.4% |
| 1Y | +101.9% | -8.4% | +110.3% | +105.3% |
| 3Y | +489.9% | +86.6% | +403.3% | +448.6% |
| All | +489.9% | +86.7% | +403.1% | +448.6% |
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