-16.1%
FXI vs BURL
-15.0%
-1.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.4% |
| 7D | -4.2% | -1.6% | -2.6% | -4.1% |
| 30D | -1.1% | -7.7% | +6.6% | -0.4% |
| 3M | -4.0% | -31.7% | +27.7% | -0.9% |
| 6M | -11.8% | -15.2% | +3.3% | -10.5% |
| YTD | -11.9% | -15.9% | +4.0% | -9.9% |
| 1Y | -16.1% | -14.2% | -1.9% | -14.3% |
| All | -16.1% | -15.0% | -1.1% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling