+79.7%
EFX vs BURL
+232.1%
-152.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.5% |
| 7D | -0.8% | -1.6% | +0.8% | -0.5% |
| 30D | +25.1% | -7.7% | +32.9% | +27.3% |
| 3M | +1.7% | -31.7% | +33.3% | +10.4% |
| 6M | +18.4% | -15.2% | +33.5% | +21.7% |
| YTD | -12.5% | -15.9% | +3.4% | -10.2% |
| 1Y | -8.1% | -14.2% | +6.1% | -6.6% |
| 3Y | +4.8% | +93.5% | -88.7% | -14.9% |
| 5Y | -30.1% | -9.9% | -20.2% | -35.0% |
| All | +79.7% | +232.1% | -152.4% | +40.8% |
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