+272.5%
EFX vs BURL
+987.9%
-715.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +1.5% |
| 7D | +8.1% | +3.5% | +4.6% | +7.2% |
| 30D | +36.0% | -9.3% | +45.3% | +38.8% |
| 3M | +9.6% | -32.1% | +41.7% | +18.7% |
| 6M | +14.7% | -19.8% | +34.5% | +19.3% |
| YTD | -9.9% | -13.2% | +3.3% | -8.2% |
| 1Y | -5.4% | -7.8% | +2.4% | -5.4% |
| 3Y | +9.3% | +89.3% | -80.0% | -9.4% |
| 5Y | -29.1% | -15.8% | -13.3% | -32.9% |
| 10Y | +72.5% | +262.2% | -189.7% | +22.3% |
| All | +272.5% | +987.9% | -715.4% | +133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling