+237.8%
SCHD vs BURL
+206.3%
+31.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.5% |
| 7D | -1.1% | -2.6% | +1.4% | -0.7% |
| 30D | +1.5% | -30.8% | +32.3% | +8.2% |
| 3M | +7.4% | -18.7% | +26.1% | +11.1% |
| 6M | +12.4% | -16.4% | +28.8% | +15.1% |
| YTD | +27.5% | -11.6% | +39.1% | +29.0% |
| 1Y | +30.0% | -12.0% | +42.0% | +30.9% |
| 3Y | +56.5% | +63.6% | -7.1% | +35.7% |
| 5Y | +60.7% | -12.6% | +73.3% | +53.1% |
| 10Y | +237.8% | +206.5% | +31.2% | +163.3% |
| All | +237.8% | +206.3% | +31.4% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BURL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling