+139.4%
EFA vs BURL
+1,011.9%
-872.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | +1.6% | -4.4% | +6.0% | +2.2% |
| 3M | -3.2% | -28.6% | +25.4% | +2.0% |
| 6M | +2.5% | -12.3% | +14.8% | +3.9% |
| YTD | +10.7% | -11.3% | +22.0% | +11.8% |
| 1Y | +12.8% | -10.4% | +23.2% | +13.4% |
| 3Y | +66.4% | +96.1% | -29.7% | +42.6% |
| 5Y | +51.4% | -5.0% | +56.4% | +42.2% |
| 10Y | +146.3% | +251.8% | -105.5% | +89.0% |
| All | +139.4% | +1,011.9% | -872.5% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling