+32.2%
EIX vs BURL
+261.4%
-229.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.6% |
| 7D | +0.7% | +7.7% | -7.0% | -0.6% |
| 30D | +8.8% | -7.1% | +15.9% | +10.0% |
| 3M | -10.9% | -30.3% | +19.4% | -5.5% |
| 6M | -10.3% | -15.5% | +5.3% | -8.1% |
| YTD | +5.8% | -11.0% | +16.8% | +7.0% |
| 1Y | +11.4% | -8.4% | +19.8% | +11.7% |
| 3Y | +11.1% | +96.7% | -85.6% | -5.6% |
| 5Y | +18.5% | -14.1% | +32.5% | +14.1% |
| 10Y | +32.2% | +255.1% | -222.8% | +4.7% |
| All | +32.2% | +261.4% | -229.2% | +4.7% |
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