+26.4%
FXI vs BURL
+987.9%
-961.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +4.0% | +1.5% |
| 7D | +6.9% | +3.5% | +3.4% | +6.3% |
| 30D | +3.5% | -9.3% | +12.7% | +5.0% |
| 3M | -3.2% | -32.1% | +28.9% | +2.8% |
| 6M | -3.5% | -19.8% | +16.3% | -0.7% |
| YTD | -8.1% | -13.2% | +5.1% | -6.8% |
| 1Y | -10.5% | -7.8% | -2.7% | -10.5% |
| 3Y | +43.0% | +89.3% | -46.3% | +23.6% |
| 5Y | -0.1% | -15.8% | +15.7% | -4.0% |
| 10Y | +22.7% | +262.2% | -239.5% | -11.2% |
| All | +26.4% | +987.9% | -961.5% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling