+148.0%
ETR vs BURL
+89.8%
+58.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.3% |
| 7D | +0.3% | +3.5% | -3.2% | +0.1% |
| 30D | +6.8% | -9.3% | +16.1% | +7.4% |
| 3M | +3.8% | -32.1% | +35.9% | +5.9% |
| 6M | -5.5% | -19.8% | +14.4% | -4.6% |
| YTD | +21.5% | -13.2% | +34.7% | +21.9% |
| 1Y | +17.4% | -7.8% | +25.3% | +17.2% |
| All | +148.0% | +89.8% | +58.2% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling