+18.9%
EXPE vs BURL
-7.8%
+26.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.3% |
| 7D | -9.3% | +4.1% | -13.4% | -10.2% |
| 30D | +0.1% | -9.5% | +9.6% | +3.4% |
| 3M | -15.3% | -33.5% | +18.2% | -4.2% |
| 6M | +5.5% | -22.1% | +27.6% | +13.5% |
| YTD | -8.0% | -14.6% | +6.6% | -3.2% |
| 1Y | +18.9% | -8.4% | +27.2% | +22.6% |
| All | +18.9% | -7.8% | +26.7% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling