+42.6%
EWZ vs BURL
+258.4%
-215.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.9% |
| 7D | -4.2% | +3.5% | -7.6% | -4.9% |
| 30D | -26.1% | -9.3% | -16.9% | -24.6% |
| 3M | -12.0% | -32.1% | +20.1% | -4.7% |
| 6M | -19.3% | -19.8% | +0.5% | -16.1% |
| YTD | +0.9% | -13.2% | +14.1% | +2.7% |
| 1Y | +3.4% | -7.8% | +11.2% | +3.2% |
| 3Y | +18.6% | +89.3% | -70.7% | -4.7% |
| 5Y | +56.6% | -15.8% | +72.4% | +50.5% |
| All | +42.6% | +258.4% | -215.8% | +2.6% |
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