-10.4%
BURL vs ITOT
+13.1%
-23.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.3% |
| 30D | -4.4% | -2.0% | -2.4% | -3.0% |
| 3M | -28.6% | -1.5% | -27.0% | -27.9% |
| 6M | -12.3% | +3.3% | -15.6% | -15.1% |
| YTD | -11.3% | +12.5% | -23.7% | -20.7% |
| 1Y | -10.4% | +12.6% | -23.0% | -19.9% |
| All | -10.4% | +13.1% | -23.6% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling