+69.1%
EFX vs BURL
+261.4%
-192.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.6% |
| 7D | -2.2% | +7.7% | -9.9% | -3.9% |
| 30D | +29.2% | -7.1% | +36.3% | +31.2% |
| 3M | +3.5% | -30.3% | +33.8% | +11.8% |
| 6M | +7.8% | -15.5% | +23.3% | +11.0% |
| YTD | -12.4% | -11.0% | -1.4% | -11.3% |
| 1Y | -8.2% | -8.4% | +0.2% | -8.1% |
| 3Y | +4.7% | +96.7% | -92.0% | -15.2% |
| 5Y | -32.0% | -14.1% | -18.0% | -36.2% |
| 10Y | +69.1% | +255.1% | -186.0% | +29.8% |
| All | +69.1% | +261.4% | -192.3% | +29.8% |
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