+98.4%
EEM vs BURL
+252.7%
-154.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | -2.8% | +4.1% | -6.9% | -3.5% |
| 30D | -11.9% | -9.5% | -2.5% | -10.4% |
| 3M | -8.8% | -33.5% | +24.8% | -2.2% |
| 6M | -11.6% | -22.1% | +10.5% | -8.3% |
| YTD | +9.0% | -14.6% | +23.6% | +10.9% |
| 1Y | +10.6% | -8.4% | +18.9% | +10.6% |
| 3Y | +64.4% | +86.6% | -22.2% | +39.6% |
| 5Y | +31.0% | -17.2% | +48.2% | +26.7% |
| All | +98.4% | +252.7% | -154.3% | +46.6% |
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 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