+31.2%
EIX vs BURL
+258.4%
-227.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.5% |
| 7D | +2.5% | +3.5% | -0.9% | +1.9% |
| 30D | +14.1% | -9.3% | +23.3% | +15.9% |
| 3M | -9.4% | -32.1% | +22.7% | -3.5% |
| 6M | -9.1% | -19.8% | +10.7% | -6.1% |
| YTD | +7.1% | -13.2% | +20.3% | +8.8% |
| 1Y | +13.3% | -7.8% | +21.1% | +13.5% |
| 3Y | +10.9% | +89.3% | -78.4% | -5.2% |
| 5Y | +21.0% | -15.8% | +36.8% | +16.9% |
| All | +31.2% | +258.4% | -227.2% | +3.7% |
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