+91.0%
EWY vs BURL
-17.2%
+108.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.3% |
| 7D | -10.4% | +4.1% | -14.5% | -11.0% |
| 30D | -25.4% | -9.5% | -15.9% | -24.2% |
| 3M | -16.5% | -33.5% | +17.0% | -11.1% |
| 6M | -24.7% | -22.1% | -2.6% | -22.3% |
| YTD | +40.9% | -14.6% | +55.5% | +43.1% |
| 1Y | +49.8% | -8.4% | +58.2% | +49.9% |
| 3Y | +134.8% | +86.6% | +48.3% | +106.8% |
| All | +91.0% | -17.2% | +108.2% | +77.0% |
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 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