+102.7%
EWT vs BURL
-17.2%
+119.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.2% |
| 7D | -11.7% | +4.1% | -15.8% | -12.3% |
| 30D | -23.2% | -9.5% | -13.8% | -22.0% |
| 3M | -12.5% | -33.5% | +21.0% | -6.5% |
| 6M | -5.9% | -22.1% | +16.2% | -2.6% |
| YTD | +40.5% | -14.6% | +55.0% | +42.8% |
| 1Y | +43.7% | -8.4% | +52.1% | +43.8% |
| 3Y | +136.6% | +86.6% | +50.1% | +108.6% |
| All | +102.7% | -17.2% | +119.8% | +94.1% |
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