+368.4%
SCHD vs BURL
+1,051.1%
-682.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.2% |
| 7D | -0.3% | -2.8% | +2.5% | +0.1% |
| 30D | +3.4% | -28.2% | +31.6% | +9.2% |
| 3M | +7.6% | -17.6% | +25.2% | +10.8% |
| 6M | +12.2% | -11.8% | +23.9% | +13.6% |
| YTD | +29.0% | -8.1% | +37.1% | +29.6% |
| 1Y | +30.3% | -12.0% | +42.2% | +31.2% |
| 3Y | +56.1% | +63.3% | -7.2% | +37.3% |
| 5Y | +60.4% | -10.8% | +71.2% | +52.3% |
| 10Y | +241.3% | +215.9% | +25.4% | +158.7% |
| All | +368.4% | +1,051.1% | -682.7% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling