+127.1%
EWJ vs BURL
+254.9%
-127.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | -1.9% | -0.8% | -1.0% | -1.7% |
| 30D | -5.3% | -4.4% | -0.9% | -4.8% |
| 3M | -4.3% | -28.6% | +24.3% | +0.3% |
| 6M | +0.4% | -12.3% | +12.7% | +1.7% |
| YTD | +14.7% | -11.3% | +26.0% | +15.7% |
| 1Y | +14.7% | -10.4% | +25.2% | +15.3% |
| 3Y | +66.2% | +96.1% | -29.9% | +45.4% |
| 5Y | +50.2% | -5.0% | +55.2% | +42.6% |
| 10Y | +127.1% | +251.8% | -124.7% | +85.9% |
| All | +127.1% | +254.9% | -127.8% | +85.9% |
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