-10.7%
EQT vs BURL
-10.6%
-0.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.2% |
| 7D | -3.8% | +5.9% | -9.7% | -3.8% |
| 30D | -1.3% | -8.3% | +7.0% | -1.0% |
| 3M | -3.5% | -31.6% | +28.1% | -2.8% |
| 6M | -6.5% | -16.6% | +10.1% | -6.2% |
| YTD | -1.8% | -12.1% | +10.3% | -2.9% |
| 1Y | -10.7% | -10.0% | -0.7% | -12.4% |
| All | -10.7% | -10.6% | -0.1% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling