-10.7%
BURL vs VEU
+56.2%
-66.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.1% |
| 7D | -2.8% | +1.1% | -3.9% | -3.9% |
| 30D | -28.2% | +2.2% | -30.3% | -29.8% |
| 3M | -17.6% | +3.0% | -20.6% | -20.5% |
| 6M | -11.8% | +10.9% | -22.6% | -21.8% |
| YTD | -8.1% | +18.2% | -26.3% | -24.5% |
| 1Y | -12.0% | +28.3% | -40.2% | -34.2% |
| 3Y | +63.3% | +74.6% | -11.3% | -15.3% |
| All | -10.7% | +56.2% | -66.9% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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