+1,572.9%
EME vs BURL
+987.9%
+585.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.9% | -3.9% | -6.1% |
| 7D | -13.6% | +3.5% | -17.1% | -14.6% |
| 30D | -27.8% | -9.3% | -18.5% | -26.2% |
| 3M | -27.6% | -32.1% | +4.6% | -20.6% |
| 6M | -36.1% | -19.8% | -16.3% | -33.4% |
| YTD | -2.5% | -13.2% | +10.7% | -0.6% |
| 1Y | -11.7% | -7.8% | -3.8% | -12.0% |
| 3Y | +185.1% | +89.3% | +95.8% | +131.4% |
| 5Y | +357.2% | -15.8% | +373.0% | +336.8% |
| 10Y | +931.7% | +262.2% | +669.5% | +610.2% |
| All | +1,572.9% | +987.9% | +585.0% | +922.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling