+80.2%
EL vs BURL
+987.9%
-907.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -3.2% |
| 7D | -1.1% | +3.5% | -4.5% | -1.9% |
| 30D | +15.3% | -9.3% | +24.6% | +18.2% |
| 3M | +24.2% | -32.1% | +56.3% | +36.6% |
| 6M | +30.9% | -19.8% | +50.7% | +37.4% |
| YTD | +3.9% | -13.2% | +17.1% | +6.5% |
| 1Y | +19.9% | -7.8% | +27.7% | +20.5% |
| 3Y | +2.5% | +89.3% | -86.8% | -15.0% |
| 5Y | -66.7% | -15.8% | -50.9% | -68.2% |
| 10Y | +54.9% | +262.2% | -207.3% | +15.1% |
| All | +80.2% | +987.9% | -907.7% | +22.1% |
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