+497.7%
EWT vs BURL
+215.5%
+282.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | +1.4% |
| 7D | +4.0% | -2.8% | +6.8% | +4.5% |
| 30D | +10.3% | -28.2% | +38.5% | +17.2% |
| 3M | +6.1% | -17.6% | +23.7% | +9.6% |
| 6M | +56.6% | -11.8% | +68.4% | +59.2% |
| YTD | +76.6% | -8.1% | +84.7% | +77.9% |
| 1Y | +97.9% | -12.0% | +109.8% | +99.9% |
| 3Y | +198.0% | +63.3% | +134.7% | +161.9% |
| 5Y | +151.8% | -10.8% | +162.6% | +140.3% |
| All | +497.7% | +215.5% | +282.2% | +358.0% |
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