+112.6%
ETN vs BURL
-17.2%
+129.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.8% |
| 7D | -7.6% | +4.1% | -11.7% | -8.6% |
| 30D | -20.8% | -9.5% | -11.3% | -19.3% |
| 3M | -23.6% | -33.5% | +9.9% | -16.8% |
| 6M | -18.5% | -22.1% | +3.6% | -14.9% |
| YTD | +8.2% | -14.6% | +22.8% | +10.4% |
| 1Y | -8.7% | -8.4% | -0.3% | -8.8% |
| 3Y | +63.3% | +86.6% | -23.3% | +40.1% |
| All | +112.6% | -17.2% | +129.7% | +100.8% |
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