+84.2%
EEM vs BURL
+987.9%
-903.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.9% | -2.8% | -5.3% |
| 7D | -7.4% | +3.5% | -10.9% | -8.0% |
| 30D | -15.0% | -9.3% | -5.7% | -13.6% |
| 3M | -11.7% | -32.1% | +20.4% | -5.9% |
| 6M | -10.8% | -19.8% | +9.0% | -8.1% |
| YTD | +6.7% | -13.2% | +19.8% | +8.2% |
| 1Y | +7.4% | -7.8% | +15.2% | +7.4% |
| 3Y | +62.1% | +89.3% | -27.2% | +38.8% |
| 5Y | +28.2% | -15.8% | +44.0% | +23.2% |
| 10Y | +101.2% | +262.2% | -161.0% | +45.3% |
| All | +84.2% | +987.9% | -903.7% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling