+30.9%
ET vs BURL
-9.5%
+40.5%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.3% |
| 7D | +0.9% | -2.8% | +3.7% | +0.8% |
| 30D | +7.5% | -28.2% | +35.6% | +6.5% |
| 3M | +11.4% | -17.6% | +29.0% | +10.9% |
| 6M | +18.5% | -11.8% | +30.3% | +17.7% |
| YTD | +37.4% | -8.1% | +45.5% | +35.8% |
| 1Y | +30.9% | -12.0% | +42.9% | +31.8% |
| All | +30.9% | -9.5% | +40.5% | +31.8% |
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