+29.5%
EMB vs BURL
+94.5%
-65.0%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.5% |
| 7D | +0.5% | +5.9% | -5.4% | +0.2% |
| 30D | +0.9% | -8.3% | +9.2% | +1.3% |
| 3M | -2.1% | -31.6% | +29.5% | -0.2% |
| 6M | -2.2% | -16.6% | +14.4% | -1.5% |
| YTD | -0.6% | -12.1% | +11.5% | -0.2% |
| 1Y | +0.2% | -10.0% | +10.2% | +0.4% |
| 3Y | +29.5% | +94.3% | -64.8% | +25.8% |
| All | +29.5% | +94.5% | -65.0% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling