+201.0%
ET vs BURL
-17.2%
+218.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -7.9% | +4.1% | -11.9% | -8.4% |
| 30D | -5.9% | -9.5% | +3.5% | -5.0% |
| 3M | -5.2% | -33.5% | +28.3% | -0.7% |
| 6M | +0.3% | -22.1% | +22.4% | +2.6% |
| YTD | +23.1% | -14.6% | +37.7% | +23.8% |
| 1Y | +22.7% | -8.4% | +31.1% | +21.8% |
| 3Y | +75.4% | +86.6% | -11.2% | +54.9% |
| All | +201.0% | -17.2% | +218.2% | +178.6% |
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