+539.8%
EAT vs BURL
+987.9%
-448.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -2.1% |
| 7D | -3.3% | +3.5% | -6.8% | -4.8% |
| 30D | +11.7% | -9.3% | +21.0% | +16.7% |
| 3M | -5.9% | -32.1% | +26.2% | +11.8% |
| 6M | +46.7% | -19.8% | +66.5% | +60.0% |
| YTD | +48.2% | -13.2% | +61.4% | +55.7% |
| 1Y | +105.4% | -7.8% | +113.3% | +106.3% |
| 3Y | +502.8% | +89.3% | +413.5% | +294.3% |
| 5Y | +376.3% | -15.8% | +392.1% | +342.7% |
| 10Y | +400.0% | +262.2% | +137.8% | +207.8% |
| All | +539.8% | +987.9% | -448.2% | +255.7% |
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