+56.7%
EQT vs BURL
+244.4%
-187.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -3.5% | -4.3% | +0.8% | -3.0% |
| 3M | -2.8% | -28.8% | +25.9% | +2.3% |
| 6M | -5.5% | -12.8% | +7.3% | -4.4% |
| YTD | -1.1% | -12.8% | +11.7% | -0.4% |
| 1Y | -12.9% | -12.3% | -0.7% | -12.6% |
| 3Y | +39.5% | +92.7% | -53.2% | +17.3% |
| 5Y | +164.1% | -6.5% | +170.6% | +145.0% |
| All | +56.7% | +244.4% | -187.7% | +16.4% |
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 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