+43.6%
EWZ vs BURL
+252.7%
-209.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -1.5% | +4.1% | -5.6% | -2.4% |
| 30D | -24.5% | -9.5% | -15.1% | -22.9% |
| 3M | -10.7% | -33.5% | +22.8% | -2.8% |
| 6M | -19.1% | -22.1% | +3.0% | -15.4% |
| YTD | +1.6% | -14.6% | +16.2% | +3.7% |
| 1Y | +4.3% | -8.4% | +12.7% | +4.2% |
| 3Y | +19.0% | +86.6% | -67.6% | -4.1% |
| 5Y | +57.7% | -17.2% | +74.8% | +52.1% |
| All | +43.6% | +252.7% | -209.1% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling