+251.1%
EQX vs BURL
+49.3%
+201.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.0% | +2.2% |
| 7D | +1.7% | -7.0% | +8.7% | +2.4% |
| 30D | +11.1% | -35.6% | +46.7% | +15.5% |
| 3M | +23.1% | -26.3% | +49.4% | +26.2% |
| 6M | -21.8% | -20.7% | -1.2% | -20.5% |
| YTD | -8.1% | -17.2% | +9.1% | -7.0% |
| 1Y | +29.7% | -15.0% | +44.7% | +30.6% |
| 3Y | +179.9% | +53.2% | +126.7% | +165.7% |
| 5Y | +82.5% | -18.7% | +101.2% | +71.3% |
| All | +251.1% | +49.3% | +201.9% | +264.7% |
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 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