+125.9%
EWJ vs BURL
+232.1%
-106.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.9% |
| 7D | +4.0% | -1.6% | +5.5% | +4.2% |
| 30D | -4.3% | -7.7% | +3.5% | -3.2% |
| 3M | -6.8% | -31.7% | +24.8% | -1.7% |
| 6M | -0.9% | -15.2% | +14.3% | +0.8% |
| YTD | +14.3% | -15.9% | +30.2% | +16.2% |
| 1Y | +15.3% | -14.2% | +29.5% | +16.6% |
| 3Y | +65.6% | +93.5% | -27.9% | +45.1% |
| 5Y | +47.5% | -9.9% | +57.4% | +41.1% |
| All | +125.9% | +232.1% | -106.2% | +86.4% |
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