-17.5%
EQX vs BURL
-12.1%
-5.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.8% | -3.9% |
| 7D | -4.3% | -0.8% | -3.4% | -4.2% |
| 30D | -3.6% | -4.4% | +0.9% | -3.6% |
| 3M | -7.2% | -28.6% | +21.4% | -5.9% |
| 6M | -27.1% | -12.3% | -14.8% | -27.7% |
| YTD | -22.8% | -11.3% | -11.5% | -21.9% |
| All | -17.5% | -12.1% | -5.3% | -16.5% |
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