+62.8%
SCHD vs BURL
-7.3%
+70.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | +1.4% | +0.4% | +1.0% | +1.4% |
| 30D | +7.7% | -4.3% | +12.0% | +8.2% |
| 3M | +5.7% | -28.8% | +34.5% | +10.1% |
| 6M | +14.9% | -12.8% | +27.7% | +16.3% |
| YTD | +34.2% | -12.8% | +47.0% | +35.4% |
| 1Y | +36.8% | -12.3% | +49.0% | +37.5% |
| 3Y | +73.2% | +92.7% | -19.5% | +53.2% |
| 5Y | +62.8% | -6.5% | +69.4% | +52.2% |
| All | +62.8% | -7.3% | +70.1% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling