+216.3%
ET vs BURL
+1,021.0%
-804.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.7% | -11.2% | -5.0% |
| 7D | -6.0% | +10.4% | -16.4% | -8.0% |
| 30D | -6.1% | -4.9% | -1.1% | -5.4% |
| 3M | -2.7% | -29.8% | +27.1% | +3.9% |
| 6M | +0.2% | -16.5% | +16.7% | +2.5% |
| YTD | +24.3% | -10.5% | +34.9% | +24.6% |
| 1Y | +26.4% | -5.3% | +31.7% | +24.5% |
| 3Y | +75.2% | +95.1% | -19.9% | +42.2% |
| 5Y | +208.0% | -12.1% | +220.1% | +188.0% |
| 10Y | +216.2% | +273.2% | -57.0% | +111.8% |
| All | +216.3% | +1,021.0% | -804.6% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling