-11.1%
EFX vs BURL
+63.9%
-75.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -6.9% |
| 7D | -8.6% | -2.8% | -5.8% | -8.1% |
| 30D | +0.1% | -28.2% | +28.3% | +7.2% |
| 3M | +3.8% | -17.6% | +21.4% | +8.0% |
| 6M | -13.5% | -11.8% | -1.7% | -11.8% |
| YTD | -17.7% | -8.1% | -9.5% | -16.9% |
| 1Y | -25.6% | -12.0% | -13.6% | -24.5% |
| All | -11.1% | +63.9% | -75.0% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling