-24.7%
EWY vs BURL
-21.9%
-2.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.6% | +5.7% | +4.2% |
| 7D | -10.4% | +4.1% | -14.5% | -10.3% |
| 30D | -25.4% | -9.5% | -15.9% | -24.6% |
| 3M | -16.5% | -33.5% | +17.0% | -16.8% |
| 6M | -24.7% | -22.1% | -2.6% | -26.5% |
| All | -24.7% | -21.9% | -2.8% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling