+55.0%
EWZ vs BURL
-11.0%
+66.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.0% |
| 7D | +6.5% | -2.8% | +9.3% | +6.8% |
| 30D | +4.8% | -28.2% | +33.0% | +8.5% |
| 3M | +9.9% | -17.6% | +27.5% | +12.0% |
| 6M | +1.9% | -11.8% | +13.7% | +2.9% |
| YTD | +20.3% | -8.1% | +28.4% | +20.9% |
| 1Y | +35.6% | -12.0% | +47.6% | +36.5% |
| 3Y | +43.4% | +63.3% | -19.9% | +33.8% |
| All | +55.0% | -11.0% | +66.0% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling