+56.7%
EMB vs BURL
+987.9%
-931.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | -0.3% | +3.5% | -3.8% | -0.6% |
| 30D | +1.1% | -9.3% | +10.4% | +1.8% |
| 3M | -2.9% | -32.1% | +29.2% | -0.4% |
| 6M | -2.1% | -19.8% | +17.7% | -0.8% |
| YTD | -1.1% | -13.2% | +12.1% | -0.6% |
| 1Y | +0.3% | -7.8% | +8.2% | +0.3% |
| 3Y | +27.7% | +89.3% | -61.6% | +19.6% |
| 5Y | +6.0% | -15.8% | +21.8% | +3.3% |
| 10Y | +29.1% | +262.2% | -233.0% | +16.4% |
| All | +56.7% | +987.9% | -931.3% | +41.8% |
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 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