+55.2%
EWT vs BURL
-4.6%
+59.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.9% | -2.0% |
| 7D | -10.9% | +10.4% | -21.3% | -11.9% |
| 30D | -17.7% | -4.9% | -12.8% | -17.1% |
| 3M | -5.0% | -29.8% | +24.7% | -1.0% |
| 6M | +7.4% | -16.5% | +23.8% | +8.5% |
| YTD | +52.8% | -10.5% | +63.4% | +54.3% |
| 1Y | +55.2% | -5.3% | +60.5% | +56.2% |
| All | +55.2% | -4.6% | +59.8% | +56.2% |
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