-9.0%
EW vs BURL
-10.3%
+1.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +9.3% | +5.9% | +3.4% | +8.2% |
| 30D | +22.1% | -8.3% | +30.4% | +23.7% |
| 3M | +13.0% | -31.6% | +44.7% | +19.9% |
| 6M | +30.1% | -16.6% | +46.7% | +32.9% |
| YTD | +22.0% | -12.1% | +34.1% | +23.3% |
| 1Y | +23.7% | -10.0% | +33.7% | +24.1% |
| 3Y | +62.0% | +94.3% | -32.3% | +36.9% |
| All | -9.0% | -10.3% | +1.3% | -11.9% |
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