+182.5%
EQX vs BURL
+57.2%
+125.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.5% | -4.1% |
| 7D | -8.3% | +0.4% | -8.8% | -8.4% |
| 30D | -4.7% | -4.3% | -0.4% | -4.3% |
| 3M | -10.1% | -28.8% | +18.6% | -7.5% |
| 6M | -29.9% | -12.8% | -17.1% | -29.3% |
| YTD | -26.0% | -12.8% | -13.2% | -25.5% |
| 1Y | -21.0% | -12.3% | -8.7% | -20.6% |
| 3Y | +127.7% | +92.7% | +35.0% | +112.6% |
| 5Y | +22.0% | -6.5% | +28.6% | +13.9% |
| All | +182.5% | +57.2% | +125.3% | +192.0% |
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