+83.3%
EMR vs BURL
-15.9%
+99.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.6% | -4.0% |
| 7D | -4.8% | +3.5% | -8.2% | -5.5% |
| 30D | +0.7% | -9.3% | +10.0% | +2.7% |
| 3M | +0.4% | -32.1% | +32.5% | +8.6% |
| 6M | +18.4% | -19.8% | +38.2% | +23.0% |
| YTD | +23.9% | -13.2% | +37.1% | +26.5% |
| 1Y | +24.7% | -7.8% | +32.5% | +25.2% |
| 3Y | +86.4% | +89.3% | -2.9% | +62.7% |
| 5Y | +83.3% | -15.8% | +99.1% | +72.1% |
| All | +83.3% | -15.9% | +99.2% | +72.1% |
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