+16.4%
EQT vs BURL
+1,015.7%
-999.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.4% |
| 7D | -8.7% | +7.7% | -16.4% | -9.8% |
| 30D | -5.2% | -7.1% | +1.9% | -4.3% |
| 3M | -3.1% | -30.3% | +27.2% | +1.9% |
| 6M | -10.3% | -15.5% | +5.3% | -8.8% |
| YTD | -5.8% | -11.0% | +5.2% | -5.4% |
| 1Y | -12.9% | -8.4% | -4.4% | -13.1% |
| 3Y | +32.0% | +96.7% | -64.6% | +12.8% |
| 5Y | +164.6% | -14.1% | +178.7% | +150.1% |
| 10Y | +53.3% | +255.1% | -201.8% | +15.3% |
| All | +16.4% | +1,015.7% | -999.4% | -17.4% |
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 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