+20.1%
FXI vs BURL
+261.4%
-241.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -1.5% |
| 7D | +4.4% | +7.7% | -3.3% | +3.0% |
| 30D | +1.2% | -7.1% | +8.4% | +2.4% |
| 3M | -4.2% | -30.3% | +26.1% | +1.4% |
| 6M | -6.2% | -15.5% | +9.3% | -4.3% |
| YTD | -8.8% | -11.0% | +2.2% | -7.9% |
| 1Y | -11.6% | -8.4% | -3.2% | -11.5% |
| 3Y | +45.1% | +96.7% | -51.5% | +23.8% |
| 5Y | -1.2% | -14.1% | +12.9% | -5.2% |
| 10Y | +20.1% | +255.1% | -235.0% | -10.6% |
| All | +20.1% | +261.4% | -241.3% | -10.6% |
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