+38.6%
EXPE vs BURL
-14.7%
+53.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -11.2% | +5.9% | -17.1% | -12.8% |
| 30D | -7.5% | -8.3% | +0.9% | -4.2% |
| 3M | -19.1% | -31.6% | +12.6% | -7.3% |
| 6M | +10.7% | -16.6% | +27.3% | +17.1% |
| YTD | -9.9% | -12.1% | +2.2% | -6.9% |
| 1Y | -4.6% | -10.0% | +5.4% | -3.1% |
| 3Y | +116.8% | +94.3% | +22.5% | +56.5% |
| 5Y | +38.6% | -13.2% | +51.8% | +34.6% |
| All | +38.6% | -14.7% | +53.2% | +34.6% |
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 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