+235.9%
ET vs BURL
-11.0%
+246.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | 0.0% |
| 7D | +0.9% | -2.8% | +3.7% | +1.2% |
| 30D | +7.5% | -28.2% | +35.6% | +11.9% |
| 3M | +11.4% | -17.6% | +29.0% | +13.8% |
| 6M | +18.5% | -11.8% | +30.3% | +19.4% |
| YTD | +37.4% | -8.1% | +45.5% | +37.3% |
| 1Y | +30.9% | -12.0% | +42.9% | +31.2% |
| 3Y | +98.7% | +63.3% | +35.4% | +79.0% |
| All | +235.9% | -11.0% | +246.9% | +212.6% |
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