+139.8%
IEFA vs BURL
+970.5%
-830.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -1.6% | +4.1% | -5.6% | -2.2% |
| 30D | -1.5% | -9.5% | +8.0% | +0.1% |
| 3M | -5.2% | -33.5% | +28.3% | +1.1% |
| 6M | -1.6% | -22.1% | +20.5% | +1.8% |
| YTD | +7.7% | -14.6% | +22.3% | +9.5% |
| 1Y | +12.2% | -8.4% | +20.6% | +12.3% |
| 3Y | +62.1% | +86.6% | -24.5% | +39.9% |
| 5Y | +43.7% | -17.2% | +60.9% | +38.1% |
| 10Y | +142.7% | +256.4% | -113.7% | +86.5% |
| All | +139.8% | +970.5% | -830.8% | +75.3% |
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