+230.3%
EQX vs BURL
+60.5%
+169.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +4.5% |
| 7D | +19.9% | +7.7% | +12.2% | +19.2% |
| 30D | +5.9% | -7.1% | +13.0% | +6.6% |
| 3M | +4.6% | -30.3% | +34.9% | +7.9% |
| 6M | -15.1% | -15.5% | +0.4% | -14.2% |
| YTD | -13.5% | -11.0% | -2.6% | -13.1% |
| 1Y | +3.7% | -8.4% | +12.1% | +3.7% |
| 3Y | +164.5% | +96.7% | +67.8% | +146.4% |
| 5Y | +53.3% | -14.1% | +67.3% | +42.8% |
| All | +230.3% | +60.5% | +169.9% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling