-1.5%
EME vs BURL
-10.6%
+9.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.0% |
| 7D | -8.8% | +5.9% | -14.6% | -9.3% |
| 30D | -18.2% | -8.3% | -9.9% | -17.1% |
| 3M | -20.2% | -31.6% | +11.4% | -16.8% |
| 6M | -29.9% | -16.6% | -13.3% | -29.0% |
| YTD | +5.7% | -12.1% | +17.8% | +7.7% |
| 1Y | -1.5% | -10.0% | +8.5% | +0.8% |
| All | -1.5% | -10.6% | +9.1% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling