+42.6%
FXI vs BURL
+86.7%
-44.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +5.7% | +4.1% | +1.6% | +5.1% |
| 30D | +4.6% | -9.5% | +14.0% | +5.7% |
| 3M | -2.8% | -33.5% | +30.7% | +1.5% |
| 6M | -6.1% | -22.1% | +16.0% | -3.8% |
| YTD | -8.0% | -14.6% | +6.5% | -6.8% |
| 1Y | -11.3% | -8.4% | -3.0% | -11.1% |
| 3Y | +42.6% | +86.6% | -43.9% | +39.6% |
| All | +42.6% | +86.7% | -44.1% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling