+223.3%
EWY vs BURL
+63.9%
+159.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.2% |
| 7D | +4.8% | -2.8% | +7.6% | +5.3% |
| 30D | +11.7% | -28.2% | +39.8% | +17.6% |
| 3M | -7.4% | -17.6% | +10.2% | -5.0% |
| 6M | +40.6% | -11.8% | +52.3% | +42.1% |
| YTD | +94.3% | -8.1% | +102.4% | +94.9% |
| 1Y | +164.3% | -12.0% | +176.2% | +165.7% |
| All | +223.3% | +63.9% | +159.4% | +195.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling