+144.8%
EFA vs BURL
+261.4%
-116.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +2.3% |
| 7D | +1.2% | +7.7% | -6.5% | -0.1% |
| 30D | +1.5% | -7.1% | +8.7% | +2.8% |
| 3M | -3.3% | -30.3% | +27.0% | +2.7% |
| 6M | +2.6% | -15.5% | +18.1% | +4.8% |
| YTD | +11.0% | -11.0% | +22.0% | +12.1% |
| 1Y | +15.1% | -8.4% | +23.5% | +15.3% |
| 3Y | +67.6% | +96.7% | -29.0% | +41.1% |
| 5Y | +50.5% | -14.1% | +64.6% | +44.0% |
| 10Y | +144.8% | +255.1% | -110.2% | +92.5% |
| All | +144.8% | +261.4% | -116.6% | +92.5% |
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