+48.4%
EQIX vs BURL
-14.7%
+63.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.2% |
| 7D | +3.5% | +5.9% | -2.3% | +2.6% |
| 30D | +2.3% | -8.3% | +10.6% | +3.6% |
| 3M | +1.1% | -31.6% | +32.8% | +6.8% |
| 6M | -1.1% | -16.6% | +15.5% | +0.9% |
| YTD | +39.1% | -12.1% | +51.2% | +40.3% |
| 1Y | +29.5% | -10.0% | +39.5% | +29.8% |
| 3Y | +45.8% | +94.3% | -48.5% | +26.0% |
| 5Y | +48.4% | -13.2% | +61.7% | +37.4% |
| All | +48.4% | -14.7% | +63.1% | +37.4% |
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 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