-11.3%
FXI vs BURL
-6.3%
-5.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +4.0% | +1.3% |
| 7D | +6.9% | +3.5% | +3.4% | +6.4% |
| 30D | +3.5% | -9.3% | +12.7% | +4.3% |
| 3M | -3.2% | -32.1% | +28.9% | -0.1% |
| 6M | -3.5% | -19.8% | +16.3% | -1.6% |
| YTD | -8.1% | -13.2% | +5.1% | -6.3% |
| All | -11.3% | -6.3% | -5.0% | -9.6% |
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 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