+43.9%
EXC vs BURL
-15.9%
+59.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.6% | +0.8% |
| 7D | +1.4% | +3.5% | -2.1% | +1.2% |
| 30D | +11.6% | -9.3% | +20.9% | +12.1% |
| 3M | +2.7% | -32.1% | +34.8% | +4.2% |
| 6M | +2.7% | -19.8% | +22.5% | +3.4% |
| YTD | +9.7% | -13.2% | +22.9% | +10.0% |
| 1Y | +4.5% | -7.8% | +12.4% | +4.3% |
| 3Y | +28.5% | +89.3% | -60.8% | +19.5% |
| 5Y | +43.9% | -15.8% | +59.8% | +39.2% |
| All | +43.9% | -15.9% | +59.8% | +39.2% |
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 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