+28.1%
EMB vs BURL
+252.7%
-224.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -0.1% | +4.1% | -4.2% | -0.4% |
| 30D | +1.3% | -9.5% | +10.8% | +2.1% |
| 3M | -2.7% | -33.5% | +30.8% | +0.4% |
| 6M | -2.8% | -22.1% | +19.3% | -1.2% |
| YTD | -1.1% | -14.6% | +13.5% | -0.4% |
| 1Y | 0.0% | -8.4% | +8.3% | 0.0% |
| 3Y | +28.8% | +86.6% | -57.8% | +19.1% |
| 5Y | +6.0% | -17.2% | +23.1% | +3.3% |
| All | +28.1% | +252.7% | -224.6% | +13.1% |
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