+342.0%
EAT vs BURL
-11.0%
+352.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.5% |
| 7D | 0.0% | -2.8% | +2.8% | +1.1% |
| 30D | +1.9% | -28.2% | +30.0% | +16.0% |
| 3M | +68.7% | -17.6% | +86.3% | +81.2% |
| 6M | +66.9% | -11.8% | +78.7% | +74.2% |
| YTD | +60.4% | -8.1% | +68.6% | +64.7% |
| 1Y | +44.0% | -12.0% | +55.9% | +47.9% |
| 3Y | +604.7% | +63.3% | +541.4% | +426.7% |
| All | +342.0% | -11.0% | +352.9% | +306.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling