+241.6%
SCHD vs BURL
+218.2%
+23.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.3% |
| 7D | -0.3% | -2.8% | +2.5% | +0.2% |
| 30D | +3.4% | -28.2% | +31.6% | +9.6% |
| 3M | +7.6% | -17.6% | +25.2% | +11.1% |
| 6M | +12.2% | -11.8% | +23.9% | +13.7% |
| YTD | +29.0% | -8.1% | +37.1% | +29.6% |
| 1Y | +30.3% | -12.0% | +42.2% | +31.3% |
| 3Y | +56.1% | +63.3% | -7.2% | +35.6% |
| 5Y | +60.4% | -10.8% | +71.2% | +52.5% |
| All | +241.6% | +218.2% | +23.4% | +164.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling