+9.0%
EXE vs BURL
+89.8%
-80.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.7% | -2.2% |
| 7D | -5.6% | +3.5% | -9.1% | -5.8% |
| 30D | -3.3% | -9.3% | +6.0% | -2.9% |
| 3M | -5.5% | -32.1% | +26.6% | -3.9% |
| 6M | -13.4% | -19.8% | +6.4% | -12.8% |
| YTD | -21.3% | -13.2% | -8.1% | -21.3% |
| 1Y | -20.7% | -7.8% | -12.9% | -21.1% |
| All | +9.0% | +89.8% | -80.8% | +1.5% |
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