+1,249.3%
EME vs BURL
+217.6%
+1,031.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.0% |
| 7D | +1.9% | -2.8% | +4.7% | +2.7% |
| 30D | -8.3% | -28.2% | +19.9% | +0.3% |
| 3M | -10.7% | -17.6% | +6.8% | -6.4% |
| 6M | +1.9% | -11.8% | +13.7% | +4.1% |
| YTD | +23.5% | -8.1% | +31.6% | +24.7% |
| 1Y | +18.0% | -12.0% | +29.9% | +19.7% |
| 3Y | +236.1% | +63.3% | +172.8% | +178.2% |
| 5Y | +527.9% | -10.8% | +538.7% | +495.0% |
| All | +1,249.3% | +217.6% | +1,031.6% | +810.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling