+148.3%
EXE vs BURL
-2.5%
+150.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.7% | -10.6% | -3.6% |
| 7D | -4.7% | +10.4% | -15.1% | -5.5% |
| 30D | +1.0% | -4.9% | +6.0% | +1.4% |
| 3M | -5.6% | -29.8% | +24.1% | -2.6% |
| 6M | -12.3% | -16.5% | +4.1% | -11.3% |
| YTD | -19.5% | -10.5% | -8.9% | -19.4% |
| 1Y | -18.9% | -5.3% | -13.6% | -19.4% |
| 3Y | +6.3% | +95.1% | -88.7% | -5.4% |
| 5Y | +68.0% | -12.1% | +80.1% | +61.4% |
| All | +148.3% | -2.5% | +150.8% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling