+172.0%
ET vs BURL
+247.8%
-75.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +2.0% |
| 7D | -1.9% | +5.9% | -7.7% | -3.1% |
| 30D | -3.1% | -8.3% | +5.2% | -1.6% |
| 3M | -3.9% | -31.6% | +27.7% | +3.2% |
| 6M | +4.0% | -16.6% | +20.6% | +6.4% |
| YTD | +26.4% | -12.1% | +38.5% | +27.1% |
| 1Y | +24.9% | -10.0% | +34.9% | +24.3% |
| 3Y | +85.2% | +94.3% | -9.1% | +48.8% |
| 5Y | +218.3% | -13.2% | +231.5% | +199.5% |
| 10Y | +172.0% | +252.5% | -80.6% | +108.1% |
| All | +172.0% | +247.8% | -75.9% | +108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling