+47.5%
IEFA vs BURL
-7.3%
+54.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +1.3% | +0.4% | +0.8% | +1.2% |
| 30D | +0.1% | -4.3% | +4.5% | +0.7% |
| 3M | -4.2% | -28.8% | +24.6% | +0.4% |
| 6M | +1.9% | -12.8% | +14.7% | +3.2% |
| YTD | +9.9% | -12.8% | +22.7% | +11.2% |
| 1Y | +11.5% | -12.3% | +23.8% | +12.4% |
| 3Y | +66.0% | +92.7% | -26.7% | +44.8% |
| 5Y | +47.5% | -6.5% | +54.0% | +38.4% |
| All | +47.5% | -7.3% | +54.8% | +38.4% |
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 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