+126.0%
EWJ vs BURL
+261.4%
-135.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +3.0% |
| 7D | -1.5% | +7.7% | -9.2% | -2.5% |
| 30D | -6.5% | -7.1% | +0.6% | -5.6% |
| 3M | -5.6% | -30.3% | +24.7% | -0.7% |
| 6M | -0.3% | -15.5% | +15.3% | +1.6% |
| YTD | +13.9% | -11.0% | +24.9% | +14.8% |
| 1Y | +14.6% | -8.4% | +23.0% | +14.7% |
| 3Y | +66.6% | +96.7% | -30.0% | +45.7% |
| 5Y | +47.7% | -14.1% | +61.7% | +42.6% |
| 10Y | +126.0% | +255.1% | -129.1% | +85.1% |
| All | +126.0% | +261.4% | -135.4% | +85.1% |
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