+563.2%
EAT vs BURL
+1,021.0%
-457.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.7% | -1.4% | +2.7% |
| 7D | -0.1% | +10.4% | -10.5% | -4.7% |
| 30D | +13.5% | -4.9% | +18.5% | +16.0% |
| 3M | +1.0% | -29.8% | +30.8% | +18.0% |
| 6M | +57.3% | -16.5% | +73.7% | +68.2% |
| YTD | +53.6% | -10.5% | +64.1% | +59.1% |
| 1Y | +110.8% | -5.3% | +116.1% | +109.0% |
| 3Y | +524.8% | +95.1% | +429.8% | +303.0% |
| 5Y | +416.1% | -12.1% | +428.2% | +369.6% |
| 10Y | +418.3% | +273.2% | +145.1% | +214.5% |
| All | +563.2% | +1,021.0% | -457.8% | +263.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling