+476.3%
ETR vs BURL
+987.9%
-511.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.0% |
| 7D | +0.3% | +3.5% | -3.2% | -0.2% |
| 30D | +6.8% | -9.3% | +16.1% | +8.1% |
| 3M | +3.8% | -32.1% | +35.9% | +9.0% |
| 6M | -5.5% | -19.8% | +14.4% | -3.3% |
| YTD | +21.5% | -13.2% | +34.7% | +22.6% |
| 1Y | +17.4% | -7.8% | +25.3% | +17.2% |
| 3Y | +147.7% | +89.3% | +58.4% | +116.6% |
| 5Y | +152.0% | -15.8% | +167.9% | +142.9% |
| 10Y | +353.4% | +262.2% | +91.3% | +255.3% |
| All | +476.3% | +987.9% | -511.6% | +352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling