+13.3%
EIX vs BURL
-5.1%
+18.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +15.7% |
| 3M | -9.4% | -32.1% | +22.7% | -6.2% |
| 6M | -9.1% | -19.8% | +10.7% | -6.6% |
| YTD | +7.1% | -13.2% | +20.3% | +8.6% |
| 1Y | +13.3% | -7.8% | +21.1% | +13.2% |
| All | +13.3% | -5.1% | +18.4% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling