+129.5%
EW vs BURL
+215.5%
-86.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | -0.3% | -2.8% | +2.4% | +0.2% |
| 30D | +1.0% | -28.2% | +29.2% | +8.0% |
| 3M | +2.8% | -17.6% | +20.4% | +6.6% |
| 6M | +5.5% | -11.8% | +17.3% | +7.3% |
| YTD | +5.5% | -8.1% | +13.6% | +6.2% |
| 1Y | +11.0% | -12.0% | +23.0% | +12.1% |
| 3Y | +17.7% | +63.3% | -45.6% | -0.1% |
| 5Y | -25.7% | -10.8% | -14.9% | -29.9% |
| All | +129.5% | +215.5% | -86.0% | +89.8% |
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