-8.8%
BURL vs ITOT
+12.4%
-21.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.8% | +2.2% |
| 7D | +7.7% | +0.2% | +7.5% | +7.5% |
| 30D | -7.1% | -3.0% | -4.1% | -5.0% |
| 3M | -30.3% | -2.7% | -27.6% | -28.9% |
| 6M | -15.5% | +2.6% | -18.1% | -17.8% |
| YTD | -11.0% | +11.5% | -22.4% | -19.8% |
| All | -8.8% | +12.4% | -21.2% | -17.7% |
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