+231.1%
EW vs BURL
+258.4%
-27.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.1% |
| 7D | +6.8% | +3.5% | +3.3% | +6.0% |
| 30D | +16.6% | -9.3% | +25.9% | +18.8% |
| 3M | +13.3% | -32.1% | +45.4% | +22.2% |
| 6M | +21.6% | -19.8% | +41.4% | +26.0% |
| YTD | +18.3% | -13.2% | +31.4% | +20.2% |
| 1Y | +21.7% | -7.8% | +29.5% | +21.5% |
| 3Y | +50.3% | +89.3% | -39.0% | +23.2% |
| 5Y | -15.0% | -15.8% | +0.8% | -18.9% |
| All | +231.1% | +258.4% | -27.3% | +176.5% |
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