-18.9%
EXE vs BURL
-4.6%
-14.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.7% | -10.6% | -2.6% |
| 7D | -4.7% | +10.4% | -15.1% | -4.3% |
| 30D | +1.0% | -4.9% | +6.0% | +1.1% |
| 3M | -5.6% | -29.8% | +24.1% | -5.6% |
| 6M | -12.3% | -16.5% | +4.1% | -12.2% |
| YTD | -19.5% | -10.5% | -8.9% | -20.3% |
| 1Y | -18.9% | -5.3% | -13.6% | -20.3% |
| All | -18.9% | -4.6% | -14.3% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling