+98.5%
EWY vs BURL
-10.8%
+109.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.2% |
| 7D | +4.2% | -1.6% | +5.8% | +4.5% |
| 30D | -10.7% | -7.7% | -2.9% | -9.5% |
| 3M | -20.1% | -31.7% | +11.6% | -15.2% |
| 6M | -24.3% | -15.2% | -9.1% | -23.0% |
| YTD | +46.9% | -15.9% | +62.8% | +49.6% |
| 1Y | +55.2% | -14.2% | +69.4% | +57.1% |
| 3Y | +157.0% | +93.5% | +63.4% | +124.4% |
| All | +98.5% | -10.8% | +109.3% | +85.8% |
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 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