+155.2%
ETR vs BURL
+63.9%
+91.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.6% |
| 7D | +1.4% | -2.8% | +4.2% | +1.6% |
| 30D | +1.0% | -28.2% | +29.1% | +3.0% |
| 3M | -1.3% | -17.6% | +16.3% | -0.3% |
| 6M | +1.9% | -11.8% | +13.7% | +2.3% |
| YTD | +18.2% | -8.1% | +26.3% | +18.3% |
| 1Y | +24.7% | -12.0% | +36.6% | +24.9% |
| All | +155.2% | +63.9% | +91.3% | +129.0% |
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 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