+31.1%
EMB vs BURL
+261.4%
-230.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.3% |
| 7D | +0.8% | +7.7% | -6.9% | +0.2% |
| 30D | +1.5% | -7.1% | +8.7% | +2.1% |
| 3M | -1.9% | -30.3% | +28.4% | +0.8% |
| 6M | -1.6% | -15.5% | +13.9% | -0.6% |
| YTD | 0.0% | -11.0% | +11.0% | +0.4% |
| 1Y | +1.1% | -8.4% | +9.5% | +1.1% |
| 3Y | +30.9% | +96.7% | -65.8% | +20.5% |
| 5Y | +7.1% | -14.1% | +21.1% | +4.1% |
| 10Y | +31.1% | +255.1% | -223.9% | +15.8% |
| All | +31.1% | +261.4% | -230.3% | +15.8% |
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 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