+150.1%
EXE vs BURL
-4.2%
+154.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.6% | +2.4% |
| 7D | -2.2% | +5.9% | -8.1% | -2.8% |
| 30D | -0.3% | -8.3% | +8.0% | +0.4% |
| 3M | -9.3% | -31.6% | +22.3% | -6.2% |
| 6M | -7.2% | -16.6% | +9.4% | -6.2% |
| YTD | -18.9% | -12.1% | -6.8% | -18.7% |
| 1Y | -21.7% | -10.0% | -11.7% | -21.8% |
| 3Y | +21.0% | +94.3% | -73.3% | +7.6% |
| 5Y | +76.0% | -13.2% | +89.2% | +69.1% |
| All | +150.1% | -4.2% | +154.3% | +148.9% |
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