+70.7%
EEM vs BURL
+87.4%
-16.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.1% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | -5.4% | -7.7% | +2.4% | -4.4% |
| 3M | -8.6% | -31.7% | +23.0% | -4.3% |
| 6M | -8.9% | -15.2% | +6.3% | -7.6% |
| YTD | +11.9% | -15.9% | +27.9% | +13.6% |
| 1Y | +13.1% | -14.2% | +27.3% | +14.2% |
| 3Y | +70.7% | +93.5% | -22.9% | +65.2% |
| All | +70.7% | +87.4% | -16.8% | +65.2% |
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 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