+240.2%
EFX vs BURL
+1,051.1%
-810.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 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% | -24.8% |
| 3Y | -12.1% | +63.3% | -75.4% | -24.6% |
| 5Y | -33.8% | -10.8% | -23.0% | -38.0% |
| 10Y | +45.1% | +215.9% | -170.8% | +5.2% |
| All | +240.2% | +1,051.1% | -810.9% | +111.2% |
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