+675.9%
EQIX vs BURL
+987.9%
-312.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.4% | -5.0% |
| 7D | -3.8% | +3.5% | -7.3% | -4.2% |
| 30D | -4.8% | -9.3% | +4.5% | -3.5% |
| 3M | -5.1% | -32.1% | +27.0% | 0.0% |
| 6M | -6.6% | -19.8% | +13.2% | -4.2% |
| YTD | +32.2% | -13.2% | +45.3% | +33.6% |
| 1Y | +23.9% | -7.8% | +31.7% | +23.8% |
| 3Y | +37.9% | +89.3% | -51.4% | +21.9% |
| 5Y | +40.9% | -15.8% | +56.7% | +34.9% |
| 10Y | +255.3% | +262.2% | -6.9% | +161.1% |
| All | +675.9% | +987.9% | -312.1% | +420.7% |
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