+155.7%
IEFA vs BURL
+1,051.1%
-895.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | +0.6% | -2.8% | +3.4% | +1.0% |
| 30D | +1.0% | -28.2% | +29.2% | +6.6% |
| 3M | +4.7% | -17.6% | +22.3% | +7.8% |
| 6M | +8.6% | -11.8% | +20.4% | +10.1% |
| YTD | +14.8% | -8.1% | +23.0% | +15.6% |
| 1Y | +22.6% | -12.0% | +34.6% | +23.7% |
| 3Y | +67.0% | +63.3% | +3.7% | +47.8% |
| 5Y | +52.3% | -10.8% | +63.1% | +44.7% |
| 10Y | +147.3% | +215.9% | -68.6% | +91.8% |
| All | +155.7% | +1,051.1% | -895.4% | +85.1% |
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