+177.8%
EQX vs BURL
+66.7%
+111.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.7% |
| 7D | -1.4% | -2.8% | +1.4% | -1.1% |
| 30D | +24.4% | -28.2% | +52.5% | +29.5% |
| 3M | +11.6% | -17.6% | +29.2% | +13.9% |
| 6M | -25.0% | -11.8% | -13.2% | -24.2% |
| YTD | -8.4% | -8.1% | -0.2% | -8.1% |
| 1Y | +43.4% | -12.0% | +55.4% | +43.9% |
| All | +177.8% | +66.7% | +111.2% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling