-4.9%
FXI vs BURL
-11.0%
+6.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.2% |
| 7D | +1.0% | -2.8% | +3.8% | +1.4% |
| 30D | -0.6% | -28.2% | +27.6% | +3.9% |
| 3M | +1.9% | -17.6% | +19.5% | +4.5% |
| 6M | -0.2% | -11.8% | +11.6% | +1.1% |
| YTD | -5.6% | -8.1% | +2.6% | -5.0% |
| 1Y | -4.7% | -12.0% | +7.3% | -3.9% |
| 3Y | +38.0% | +63.3% | -25.3% | +25.3% |
| All | -4.9% | -11.0% | +6.0% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling