+28.0%
EIX vs BURL
+252.7%
-224.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +1.0% | +4.1% | -3.1% | +0.3% |
| 30D | +9.1% | -9.5% | +18.6% | +10.9% |
| 3M | -10.2% | -33.5% | +23.3% | -4.0% |
| 6M | -11.2% | -22.1% | +10.8% | -7.9% |
| YTD | +4.5% | -14.6% | +19.1% | +6.4% |
| 1Y | +10.9% | -8.4% | +19.2% | +11.2% |
| 3Y | +8.4% | +86.6% | -78.1% | -7.0% |
| 5Y | +18.0% | -17.2% | +35.1% | +14.3% |
| All | +28.0% | +252.7% | -224.7% | +1.4% |
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 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