+98.8%
EWY vs BURL
-14.7%
+113.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -10.2% | +5.9% | -16.1% | -11.1% |
| 30D | -21.5% | -8.3% | -13.2% | -20.4% |
| 3M | -14.7% | -31.6% | +17.0% | -9.6% |
| 6M | -26.8% | -16.6% | -10.2% | -25.4% |
| YTD | +43.2% | -12.1% | +55.2% | +44.7% |
| 1Y | +48.7% | -10.0% | +58.7% | +49.3% |
| 3Y | +147.9% | +94.3% | +53.7% | +117.0% |
| 5Y | +98.8% | -13.2% | +112.1% | +83.3% |
| All | +98.8% | -14.7% | +113.5% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling