+452.3%
EWT vs BURL
+232.1%
+220.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.8% |
| 7D | +9.1% | -1.6% | +10.7% | +9.5% |
| 30D | -12.2% | -7.7% | -4.5% | -11.0% |
| 3M | -9.4% | -31.7% | +22.2% | -3.1% |
| 6M | +2.7% | -15.2% | +17.8% | +5.0% |
| YTD | +53.3% | -15.9% | +69.2% | +56.6% |
| 1Y | +59.2% | -14.2% | +73.4% | +61.4% |
| 3Y | +157.1% | +93.5% | +63.6% | +119.1% |
| 5Y | +119.6% | -9.9% | +129.5% | +108.8% |
| All | +452.3% | +232.1% | +220.2% | +324.4% |
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