+47.7%
EQX vs BURL
-17.2%
+64.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | +18.8% | +4.1% | +14.7% | +18.1% |
| 30D | +5.2% | -9.5% | +14.7% | +6.7% |
| 3M | +7.5% | -33.5% | +41.0% | +13.6% |
| 6M | -19.6% | -22.1% | +2.5% | -17.3% |
| YTD | -17.6% | -14.6% | -3.0% | -16.5% |
| 1Y | +1.4% | -8.4% | +9.7% | +1.3% |
| 3Y | +139.0% | +86.6% | +52.4% | +109.9% |
| All | +47.7% | -17.2% | +64.9% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling