+418.9%
EME vs BURL
-10.8%
+429.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.2% |
| 7D | +8.4% | -1.6% | +9.9% | +8.8% |
| 30D | -11.5% | -7.7% | -3.7% | -10.2% |
| 3M | -20.6% | -31.7% | +11.0% | -14.5% |
| 6M | -28.5% | -15.2% | -13.3% | -26.9% |
| YTD | +8.0% | -15.9% | +23.9% | +10.5% |
| 1Y | +6.8% | -14.2% | +21.0% | +8.2% |
| 3Y | +213.9% | +93.5% | +120.4% | +171.7% |
| All | +418.9% | -10.8% | +429.7% | +400.6% |
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