+286.5%
EWY vs BURL
+217.6%
+68.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.0% |
| 7D | +4.8% | -2.8% | +7.6% | +5.4% |
| 30D | +11.7% | -28.2% | +39.8% | +19.5% |
| 3M | -7.4% | -17.6% | +10.2% | -4.0% |
| 6M | +40.6% | -11.8% | +52.3% | +42.9% |
| YTD | +94.3% | -8.1% | +102.4% | +95.7% |
| 1Y | +164.3% | -12.0% | +176.2% | +167.1% |
| 3Y | +221.0% | +63.3% | +157.7% | +174.0% |
| 5Y | +139.1% | -10.8% | +149.9% | +126.5% |
| All | +286.5% | +217.6% | +68.9% | +176.2% |
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