+62.4%
EWY vs BURL
-4.6%
+67.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.7% | -9.6% | -2.9% |
| 7D | -8.3% | +10.4% | -18.7% | -9.6% |
| 30D | -20.5% | -4.9% | -15.6% | -19.8% |
| 3M | -11.1% | -29.8% | +18.6% | -6.7% |
| 6M | -7.0% | -16.5% | +9.4% | -6.6% |
| YTD | +56.5% | -10.5% | +67.0% | +56.3% |
| 1Y | +62.4% | -5.3% | +67.7% | +60.8% |
| All | +62.4% | -4.6% | +67.0% | +60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling