+146.5%
EFA vs BURL
+232.1%
-85.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +0.8% |
| 7D | +2.2% | -1.6% | +3.8% | +2.5% |
| 30D | +1.4% | -7.7% | +9.1% | +2.7% |
| 3M | -4.2% | -31.7% | +27.5% | +2.2% |
| 6M | +1.9% | -15.2% | +17.1% | +4.1% |
| YTD | +10.2% | -15.9% | +26.1% | +12.4% |
| 1Y | +12.8% | -14.2% | +27.0% | +14.2% |
| 3Y | +65.2% | +93.5% | -28.3% | +39.3% |
| 5Y | +49.8% | -9.9% | +59.7% | +41.6% |
| All | +146.5% | +232.1% | -85.6% | +95.0% |
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