+255.1%
BURL vs ITOT
+298.5%
-43.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.8% | +1.4% |
| 7D | +7.7% | +0.2% | +7.5% | +7.5% |
| 30D | -7.1% | -3.0% | -4.1% | -3.9% |
| 3M | -30.3% | -2.7% | -27.6% | -28.1% |
| 6M | -15.5% | +2.6% | -18.1% | -18.3% |
| YTD | -11.0% | +11.5% | -22.4% | -21.7% |
| 1Y | -8.4% | +13.5% | -21.9% | -21.4% |
| 3Y | +96.7% | +79.7% | +17.0% | 0.0% |
| 5Y | -14.1% | +64.2% | -78.3% | -51.0% |
| 10Y | +255.1% | +290.2% | -35.1% | -6.3% |
| All | +255.1% | +298.5% | -43.4% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling