+7.6%
EMB vs BURL
-11.0%
+18.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | 0.0% | -2.8% | +2.8% | +0.2% |
| 30D | -0.3% | -28.2% | +27.9% | +2.0% |
| 3M | -0.4% | -17.6% | +17.2% | +0.8% |
| 6M | +0.1% | -11.8% | +11.9% | +0.7% |
| YTD | +1.6% | -8.1% | +9.7% | +1.8% |
| 1Y | +5.6% | -12.0% | +17.6% | +6.0% |
| 3Y | +29.8% | +63.3% | -33.5% | +22.7% |
| All | +7.6% | -11.0% | +18.5% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling