+144.1%
EFA vs BURL
+247.8%
-103.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +1.2% | +5.9% | -4.6% | +0.2% |
| 30D | +0.9% | -8.3% | +9.2% | +2.4% |
| 3M | -3.4% | -31.6% | +28.3% | +3.0% |
| 6M | +2.0% | -16.6% | +18.6% | +4.5% |
| YTD | +10.4% | -12.1% | +22.5% | +11.7% |
| 1Y | +13.3% | -10.0% | +23.2% | +13.8% |
| 3Y | +65.9% | +94.3% | -28.4% | +40.0% |
| 5Y | +51.5% | -13.2% | +64.7% | +44.5% |
| 10Y | +144.1% | +252.5% | -108.4% | +92.6% |
| All | +144.1% | +247.8% | -103.7% | +92.6% |
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