+115.5%
EXPE vs BURL
+252.7%
-137.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.2% |
| 7D | -9.3% | +4.1% | -13.4% | -10.5% |
| 30D | +0.1% | -9.5% | +9.6% | +4.7% |
| 3M | -15.3% | -33.5% | +18.2% | -0.2% |
| 6M | +5.5% | -22.1% | +27.6% | +15.4% |
| YTD | -8.0% | -14.6% | +6.6% | -3.4% |
| 1Y | +18.9% | -8.4% | +27.2% | +20.2% |
| 3Y | +135.5% | +86.6% | +49.0% | +65.7% |
| 5Y | +44.3% | -17.2% | +61.4% | +37.0% |
| All | +115.5% | +252.7% | -137.1% | +51.9% |
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