+28.2%
EEM vs BURL
-15.9%
+44.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.9% | -2.8% | -5.4% |
| 7D | -7.4% | +3.5% | -10.9% | -7.9% |
| 30D | -15.0% | -9.3% | -5.7% | -13.9% |
| 3M | -11.7% | -32.1% | +20.4% | -7.1% |
| 6M | -10.8% | -19.8% | +9.0% | -8.6% |
| YTD | +6.7% | -13.2% | +19.8% | +7.9% |
| 1Y | +7.4% | -7.8% | +15.2% | +7.4% |
| 3Y | +62.1% | +89.3% | -27.2% | +44.6% |
| 5Y | +28.2% | -15.8% | +44.0% | +21.3% |
| All | +28.2% | -15.9% | +44.1% | +21.3% |
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