-40.2%
ETHA vs BURL
+1.6%
-41.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -14.0% | -0.8% | -13.2% | -13.8% |
| 30D | -17.4% | -4.4% | -12.9% | -16.0% |
| 3M | +10.6% | -28.6% | +39.2% | +27.2% |
| 6M | -11.2% | -12.3% | +1.1% | -8.9% |
| YTD | -30.1% | -11.3% | -18.8% | -28.9% |
| 1Y | -39.6% | -10.4% | -29.2% | -39.8% |
| All | -40.2% | +1.6% | -41.8% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling