-31.3%
EFX vs BURL
-17.2%
-14.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | +2.7% | +4.1% | -1.4% | +1.7% |
| 30D | +33.1% | -9.5% | +42.6% | +36.1% |
| 3M | +8.2% | -33.5% | +41.7% | +18.6% |
| 6M | +10.2% | -22.1% | +32.2% | +15.8% |
| YTD | -11.8% | -14.6% | +2.7% | -9.8% |
| 1Y | -6.1% | -8.4% | +2.3% | -6.1% |
| 3Y | +7.5% | +86.6% | -79.1% | -13.6% |
| All | -31.3% | -17.2% | -14.1% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling