+87.6%
EL vs BURL
+1,021.0%
-933.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.7% | -1.4% | +4.3% |
| 7D | +2.5% | +10.4% | -7.9% | -0.1% |
| 30D | +20.1% | -4.9% | +25.0% | +21.6% |
| 3M | +29.3% | -29.8% | +59.0% | +40.9% |
| 6M | +38.8% | -16.5% | +55.2% | +44.2% |
| YTD | +8.1% | -10.5% | +18.7% | +10.0% |
| 1Y | +22.3% | -5.3% | +27.7% | +22.1% |
| 3Y | +6.7% | +95.1% | -88.4% | -12.3% |
| 5Y | -64.4% | -12.1% | -52.3% | -66.3% |
| 10Y | +61.2% | +273.2% | -212.0% | +18.9% |
| All | +87.6% | +1,021.0% | -933.4% | +26.1% |
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