+19.8%
EWZ vs BURL
+1,021.0%
-1,001.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | 0.0% |
| 7D | -4.1% | +10.4% | -14.5% | -6.1% |
| 30D | -25.0% | -4.9% | -20.0% | -24.2% |
| 3M | -10.6% | -29.8% | +19.1% | -4.2% |
| 6M | -16.6% | -16.5% | -0.2% | -14.3% |
| YTD | +2.5% | -10.5% | +13.0% | +3.5% |
| 1Y | +8.1% | -5.3% | +13.4% | +7.3% |
| 3Y | +20.4% | +95.1% | -74.6% | -2.1% |
| 5Y | +62.7% | -12.1% | +74.8% | +53.5% |
| 10Y | +52.6% | +273.2% | -220.6% | +3.1% |
| All | +19.8% | +1,021.0% | -1,001.1% | -26.9% |
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