+546.1%
EME vs BURL
-11.0%
+557.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.2% |
| 7D | +1.9% | -2.8% | +4.7% | +2.5% |
| 30D | -8.3% | -28.2% | +19.9% | -1.7% |
| 3M | -10.7% | -17.6% | +6.8% | -7.4% |
| 6M | +1.9% | -11.8% | +13.7% | +3.6% |
| YTD | +23.5% | -8.1% | +31.6% | +24.5% |
| 1Y | +18.0% | -12.0% | +29.9% | +19.4% |
| 3Y | +236.1% | +63.3% | +172.8% | +197.6% |
| All | +546.1% | -11.0% | +557.1% | +543.1% |
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