+106.6%
EXE vs BURL
-11.0%
+117.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | -0.3% | -2.8% | +2.5% | 0.0% |
| 30D | +8.5% | -28.2% | +36.6% | +12.0% |
| 3M | +5.5% | -17.6% | +23.1% | +7.3% |
| 6M | -5.9% | -11.8% | +5.9% | -5.3% |
| YTD | -9.7% | -8.1% | -1.6% | -9.7% |
| 1Y | +3.6% | -12.0% | +15.5% | +3.8% |
| 3Y | +18.0% | +63.3% | -45.3% | +7.1% |
| All | +106.6% | -11.0% | +117.6% | +103.0% |
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