+85.2%
ET vs BURL
+94.5%
-9.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +1.9% |
| 7D | -1.9% | +5.9% | -7.7% | -2.4% |
| 30D | -3.1% | -8.3% | +5.2% | -2.4% |
| 3M | -3.9% | -31.6% | +27.7% | -0.4% |
| 6M | +4.0% | -16.6% | +20.6% | +5.2% |
| YTD | +26.4% | -12.1% | +38.5% | +26.3% |
| 1Y | +24.9% | -10.0% | +34.9% | +24.0% |
| 3Y | +85.2% | +94.3% | -9.1% | +68.0% |
| All | +85.2% | +94.5% | -9.3% | +68.0% |
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