+148.9%
EWT vs BURL
+94.5%
+54.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | -3.7% | +5.9% | -9.5% | -4.6% |
| 30D | -17.2% | -8.3% | -8.9% | -15.9% |
| 3M | -7.3% | -31.6% | +24.3% | -0.8% |
| 6M | -1.5% | -16.6% | +15.1% | +0.9% |
| YTD | +49.0% | -12.1% | +61.1% | +50.7% |
| 1Y | +50.6% | -10.0% | +60.6% | +51.0% |
| 3Y | +148.9% | +94.3% | +54.6% | +129.2% |
| All | +148.9% | +94.5% | +54.4% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling