+272.1%
EMR vs BURL
+1,021.0%
-748.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.3% | +0.5% |
| 7D | +1.6% | +10.4% | -8.8% | -0.9% |
| 30D | +5.0% | -4.9% | +9.9% | +6.1% |
| 3M | +7.7% | -29.8% | +37.4% | +16.8% |
| 6M | +26.8% | -16.5% | +43.2% | +31.1% |
| YTD | +29.9% | -10.5% | +40.4% | +31.9% |
| 1Y | +25.7% | -5.3% | +31.0% | +25.2% |
| 3Y | +95.4% | +95.1% | +0.3% | +59.4% |
| 5Y | +93.7% | -12.1% | +105.7% | +83.7% |
| 10Y | +340.4% | +273.2% | +67.2% | +212.0% |
| All | +272.1% | +1,021.0% | -748.8% | +140.4% |
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 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