+133.5%
EOG vs BURL
+254.9%
-121.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +4.6% | -0.8% | +5.4% | +4.7% |
| 30D | +2.9% | -4.4% | +7.3% | +3.5% |
| 3M | +8.0% | -28.6% | +36.5% | +14.8% |
| 6M | +17.0% | -12.3% | +29.3% | +18.3% |
| YTD | +51.1% | -11.3% | +62.4% | +51.3% |
| 1Y | +45.1% | -10.4% | +55.5% | +44.5% |
| 3Y | +39.4% | +96.1% | -56.6% | +10.8% |
| 5Y | +105.6% | -5.0% | +110.6% | +89.1% |
| 10Y | +133.5% | +251.8% | -118.3% | +72.6% |
| All | +133.5% | +254.9% | -121.5% | +72.6% |
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 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