+167.5%
EWY vs BURL
+987.9%
-820.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -2.9% | -10.5% | -12.9% |
| 7D | -18.6% | +3.5% | -22.1% | -19.2% |
| 30D | -29.4% | -9.3% | -20.1% | -28.1% |
| 3M | -22.2% | -32.1% | +9.9% | -16.4% |
| 6M | -24.1% | -19.8% | -4.3% | -21.5% |
| YTD | +35.4% | -13.2% | +48.6% | +37.6% |
| 1Y | +39.3% | -7.8% | +47.2% | +39.4% |
| 3Y | +137.0% | +89.3% | +47.7% | +99.5% |
| 5Y | +83.9% | -15.8% | +99.8% | +76.0% |
| 10Y | +192.4% | +262.2% | -69.8% | +110.6% |
| All | +167.5% | +987.9% | -820.4% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling