+914.2%
EME vs BURL
+247.8%
+666.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.8% |
| 7D | -8.8% | +5.9% | -14.6% | -10.4% |
| 30D | -18.2% | -8.3% | -9.9% | -16.5% |
| 3M | -20.2% | -31.6% | +11.4% | -12.0% |
| 6M | -29.9% | -16.6% | -13.3% | -27.5% |
| YTD | +5.7% | -12.1% | +17.8% | +7.5% |
| 1Y | -1.5% | -10.0% | +8.5% | -1.1% |
| 3Y | +208.4% | +94.3% | +114.2% | +142.1% |
| 5Y | +401.9% | -13.2% | +415.1% | +376.8% |
| 10Y | +914.2% | +252.5% | +661.7% | +544.8% |
| All | +914.2% | +247.8% | +666.4% | +544.8% |
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 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