+127.4%
ED vs BURL
+252.7%
-125.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.3% |
| 7D | +1.6% | +4.1% | -2.4% | +1.4% |
| 30D | +13.3% | -9.5% | +22.8% | +13.9% |
| 3M | +9.7% | -33.5% | +43.2% | +12.1% |
| 6M | +12.8% | -22.1% | +34.9% | +14.1% |
| YTD | +22.3% | -14.6% | +36.9% | +22.8% |
| 1Y | +26.3% | -8.4% | +34.7% | +26.1% |
| 3Y | +45.0% | +86.6% | -41.5% | +34.5% |
| 5Y | +80.2% | -17.2% | +97.4% | +77.1% |
| All | +127.4% | +252.7% | -125.2% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling