+78.4%
EFX vs BURL
+244.4%
-166.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.5% |
| 7D | -3.6% | +0.4% | -4.1% | -3.8% |
| 30D | +25.3% | -4.3% | +29.6% | +26.4% |
| 3M | +3.8% | -28.8% | +32.6% | +11.6% |
| 6M | +12.7% | -12.8% | +25.5% | +15.2% |
| YTD | -13.1% | -12.8% | -0.3% | -11.6% |
| 1Y | -9.3% | -12.3% | +2.9% | -8.3% |
| 3Y | +3.5% | +92.7% | -89.2% | -15.8% |
| 5Y | -30.6% | -6.5% | -24.1% | -36.0% |
| All | +78.4% | +244.4% | -166.0% | +38.7% |
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 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