+377.8%
ETR vs BURL
+254.9%
+122.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +7.7% | -4.4% | +12.1% | +8.3% |
| 3M | +5.7% | -28.6% | +34.3% | +10.5% |
| 6M | -0.3% | -12.3% | +12.0% | +0.9% |
| YTD | +23.4% | -11.3% | +34.6% | +24.2% |
| 1Y | +18.5% | -10.4% | +28.9% | +18.8% |
| 3Y | +155.6% | +96.1% | +59.5% | +118.9% |
| 5Y | +158.7% | -5.0% | +163.7% | +143.7% |
| 10Y | +377.8% | +251.8% | +126.0% | +290.0% |
| All | +377.8% | +254.9% | +122.9% | +290.0% |
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 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