+120.5%
ETN vs BURL
-10.8%
+131.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.9% |
| 7D | +3.6% | -1.6% | +5.2% | +4.0% |
| 30D | -13.4% | -7.7% | -5.7% | -12.1% |
| 3M | -21.9% | -31.7% | +9.8% | -15.5% |
| 6M | -12.8% | -15.2% | +2.4% | -10.7% |
| YTD | +12.1% | -15.9% | +28.0% | +14.8% |
| 1Y | +0.8% | -14.2% | +15.0% | +2.3% |
| 3Y | +64.5% | +93.5% | -29.0% | +40.2% |
| All | +120.5% | -10.8% | +131.3% | +106.1% |
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