+57.3%
EAT vs BURL
-17.9%
+75.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.7% | -1.4% | +3.6% |
| 7D | -0.1% | +10.4% | -10.5% | -3.4% |
| 30D | +13.5% | -4.9% | +18.5% | +15.3% |
| 3M | +1.0% | -29.8% | +30.8% | +14.8% |
| 6M | +57.3% | -16.5% | +73.7% | +65.4% |
| All | +57.3% | -17.9% | +75.1% | +65.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling