+133.1%
EFA vs BURL
+970.5%
-837.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -1.4% | +4.1% | -5.5% | -2.1% |
| 30D | -1.2% | -9.5% | +8.3% | +0.4% |
| 3M | -5.1% | -33.5% | +28.4% | +1.1% |
| 6M | -1.2% | -22.1% | +20.8% | +2.1% |
| YTD | +7.8% | -14.6% | +22.4% | +9.5% |
| 1Y | +12.2% | -8.4% | +20.5% | +12.3% |
| 3Y | +61.5% | +86.6% | -25.0% | +39.6% |
| 5Y | +45.8% | -17.2% | +62.9% | +40.2% |
| 10Y | +141.8% | +256.4% | -114.6% | +85.8% |
| All | +133.1% | +970.5% | -837.5% | +70.2% |
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