+146.4%
ED vs BURL
+232.1%
-85.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +1.6% |
| 7D | +2.1% | -1.6% | +3.6% | +2.1% |
| 30D | +10.4% | -7.7% | +18.2% | +10.9% |
| 3M | +12.5% | -31.7% | +44.2% | +14.8% |
| 6M | +14.9% | -15.2% | +30.1% | +15.7% |
| YTD | +24.8% | -15.9% | +40.8% | +25.5% |
| 1Y | +23.8% | -14.2% | +38.0% | +24.2% |
| 3Y | +51.6% | +93.5% | -41.9% | +40.2% |
| 5Y | +86.4% | -9.9% | +96.3% | +81.3% |
| All | +146.4% | +232.1% | -85.7% | +126.4% |
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