+19.2%
FXI vs BURL
+232.1%
-212.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.6% |
| 7D | -4.2% | -1.6% | -2.6% | -4.0% |
| 30D | -1.1% | -7.7% | +6.6% | +0.1% |
| 3M | -4.0% | -31.7% | +27.7% | +1.9% |
| 6M | -11.8% | -15.2% | +3.3% | -10.1% |
| YTD | -11.9% | -15.9% | +4.0% | -10.2% |
| 1Y | -16.1% | -14.2% | -1.9% | -15.1% |
| 3Y | +38.8% | +93.5% | -54.7% | +18.6% |
| 5Y | -9.1% | -9.9% | +0.8% | -13.6% |
| All | +19.2% | +232.1% | -212.9% | -10.7% |
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