+280.3%
EMR vs BURL
+244.4%
+35.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +2.7% | +0.4% | +2.2% | +2.5% |
| 30D | +2.1% | -4.3% | +6.4% | +3.2% |
| 3M | +2.3% | -28.8% | +31.0% | +11.6% |
| 6M | +22.5% | -12.8% | +35.3% | +25.6% |
| YTD | +27.2% | -12.8% | +40.0% | +30.3% |
| 1Y | +28.0% | -12.3% | +40.3% | +30.2% |
| 3Y | +103.4% | +92.7% | +10.7% | +61.8% |
| 5Y | +88.2% | -6.5% | +94.7% | +75.1% |
| All | +280.3% | +244.4% | +35.8% | +174.4% |
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