-10.7%
BURL vs ITOT
+73.8%
-84.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +3.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -28.2% | 0.0% | -28.2% | -28.3% |
| 3M | -17.6% | +2.0% | -19.5% | -19.8% |
| 6M | -11.8% | +13.0% | -24.8% | -24.2% |
| YTD | -8.1% | +14.0% | -22.1% | -21.9% |
| 1Y | -12.0% | +19.9% | -31.9% | -29.8% |
| 3Y | +63.3% | +75.8% | -12.5% | -18.9% |
| All | -10.7% | +73.8% | -84.5% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling