+21.2%
EQT vs BURL
+1,001.7%
-980.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.4% | +4.4% |
| 7D | -3.8% | +5.9% | -9.7% | -4.7% |
| 30D | -1.3% | -8.3% | +7.0% | -0.1% |
| 3M | -3.5% | -31.6% | +28.1% | +1.8% |
| 6M | -6.5% | -16.6% | +10.1% | -4.8% |
| YTD | -1.8% | -12.1% | +10.3% | -1.2% |
| 1Y | -10.7% | -10.0% | -0.7% | -10.7% |
| 3Y | +38.5% | +94.3% | -55.7% | +18.6% |
| 5Y | +185.2% | -13.2% | +198.5% | +169.1% |
| 10Y | +59.6% | +252.5% | -192.9% | +20.2% |
| All | +21.2% | +1,001.7% | -980.5% | -13.8% |
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