+201.4%
ET vs BURL
-15.9%
+217.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -1.1% |
| 7D | -8.1% | +3.5% | -11.6% | -8.5% |
| 30D | -7.5% | -9.3% | +1.8% | -6.5% |
| 3M | -4.1% | -32.1% | +28.0% | +0.2% |
| 6M | -2.7% | -19.8% | +17.1% | -0.8% |
| YTD | +22.6% | -13.2% | +35.8% | +23.1% |
| 1Y | +22.0% | -7.8% | +29.8% | +21.0% |
| 3Y | +72.8% | +89.3% | -16.5% | +52.4% |
| 5Y | +201.4% | -15.8% | +217.3% | +179.0% |
| All | +201.4% | -15.9% | +217.3% | +179.0% |
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 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