+20.0%
EWZ vs BURL
+95.5%
-75.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.8% |
| 7D | -4.1% | +10.4% | -14.5% | -5.1% |
| 30D | -25.0% | -4.9% | -20.0% | -24.6% |
| 3M | -10.6% | -29.8% | +19.1% | -7.3% |
| 6M | -16.6% | -16.5% | -0.2% | -15.4% |
| YTD | +2.5% | -10.5% | +13.0% | +3.1% |
| 1Y | +8.1% | -5.3% | +13.4% | +7.8% |
| All | +20.0% | +95.5% | -75.6% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling