+121.9%
EEM vs BURL
+244.4%
-122.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.1% |
| 7D | +5.3% | +0.4% | +4.9% | +5.2% |
| 30D | -7.0% | -4.3% | -2.7% | -6.3% |
| 3M | -8.0% | -28.8% | +20.8% | -2.6% |
| 6M | -6.6% | -12.8% | +6.2% | -5.1% |
| YTD | +12.3% | -12.8% | +25.1% | +13.9% |
| 1Y | +12.2% | -12.3% | +24.4% | +13.2% |
| 3Y | +71.2% | +92.7% | -21.5% | +44.5% |
| 5Y | +32.2% | -6.5% | +38.8% | +24.6% |
| All | +121.9% | +244.4% | -122.5% | +64.4% |
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