+164.3%
EWJ vs BURL
+1,051.1%
-886.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | +2.5% | -2.8% | +5.3% | +2.9% |
| 30D | +3.3% | -28.2% | +31.4% | +8.1% |
| 3M | +5.0% | -17.6% | +22.6% | +7.6% |
| 6M | +11.5% | -11.8% | +23.3% | +12.9% |
| YTD | +22.4% | -8.1% | +30.5% | +23.0% |
| 1Y | +30.2% | -12.0% | +42.2% | +31.2% |
| 3Y | +72.8% | +63.3% | +9.5% | +56.5% |
| 5Y | +54.1% | -10.8% | +64.9% | +48.0% |
| 10Y | +140.6% | +215.9% | -75.3% | +90.6% |
| All | +164.3% | +1,051.1% | -886.8% | +98.7% |
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