+24.5%
EW vs BURL
-9.4%
+34.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +2.0% |
| 7D | +12.3% | +7.7% | +4.6% | +11.3% |
| 30D | +22.9% | -7.1% | +30.0% | +23.4% |
| 3M | +16.7% | -30.3% | +47.0% | +20.4% |
| 6M | +31.0% | -15.5% | +46.5% | +32.0% |
| YTD | +22.8% | -11.0% | +33.8% | +24.3% |
| All | +24.5% | -9.4% | +34.0% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling