+122.3%
EXPE vs BURL
+97.8%
+24.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | -17.8% | -0.8% | -16.9% | -17.4% |
| 30D | -3.2% | -4.4% | +1.2% | -1.7% |
| 3M | -19.0% | -28.6% | +9.6% | -10.3% |
| 6M | +17.7% | -12.3% | +30.0% | +21.5% |
| YTD | -7.8% | -11.3% | +3.5% | -5.2% |
| 1Y | -1.4% | -10.4% | +9.1% | +0.5% |
| All | +122.3% | +97.8% | +24.5% | +95.3% |
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