+51.6%
EXPE vs BURL
-15.9%
+67.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.9% | -10.8% | -12.6% |
| 7D | -3.6% | +3.5% | -7.1% | -4.6% |
| 30D | +4.8% | -9.3% | +14.1% | +8.9% |
| 3M | -14.6% | -32.1% | +17.5% | -2.0% |
| 6M | +10.0% | -19.8% | +29.8% | +17.9% |
| YTD | -3.3% | -13.2% | +9.9% | +0.5% |
| 1Y | +28.4% | -7.8% | +36.2% | +29.5% |
| 3Y | +145.1% | +89.3% | +55.8% | +78.9% |
| 5Y | +51.6% | -15.8% | +67.5% | +48.2% |
| All | +51.6% | -15.9% | +67.5% | +48.2% |
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