+137.4%
EWJ vs BURL
+987.9%
-850.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.0% | -5.5% |
| 7D | -7.0% | +3.5% | -10.5% | -7.5% |
| 30D | -11.1% | -9.3% | -1.9% | -10.0% |
| 3M | -7.3% | -32.1% | +24.9% | -2.4% |
| 6M | -0.6% | -19.8% | +19.2% | +1.9% |
| YTD | +9.9% | -13.2% | +23.1% | +11.2% |
| 1Y | +11.2% | -7.8% | +19.0% | +11.2% |
| 3Y | +55.3% | +89.3% | -34.0% | +37.7% |
| 5Y | +41.3% | -15.8% | +57.1% | +36.6% |
| 10Y | +117.5% | +262.2% | -144.7% | +69.8% |
| All | +137.4% | +987.9% | -850.5% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling