+152.0%
ETR vs BURL
-15.9%
+167.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.2% |
| 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% | +6.2% |
| 6M | -5.5% | -19.8% | +14.4% | -4.5% |
| YTD | +21.5% | -13.2% | +34.7% | +22.0% |
| 1Y | +17.4% | -7.8% | +25.3% | +17.3% |
| 3Y | +147.7% | +89.3% | +58.4% | +133.0% |
| 5Y | +152.0% | -15.8% | +167.9% | +135.7% |
| All | +152.0% | -15.9% | +167.9% | +135.7% |
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 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