+383.7%
SCHD vs BURL
+1,015.7%
-632.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.9% | +0.7% |
| 7D | -0.7% | +7.7% | -8.4% | -2.0% |
| 30D | +7.9% | -7.1% | +15.0% | +9.1% |
| 3M | +6.0% | -30.3% | +36.3% | +12.2% |
| 6M | +14.5% | -15.5% | +30.1% | +16.9% |
| YTD | +33.2% | -11.0% | +44.1% | +34.2% |
| 1Y | +38.1% | -8.4% | +46.5% | +38.0% |
| 3Y | +73.5% | +96.7% | -23.2% | +47.3% |
| 5Y | +62.5% | -14.1% | +76.5% | +55.1% |
| 10Y | +253.7% | +255.1% | -1.3% | +164.5% |
| All | +383.7% | +1,015.7% | -632.0% | +232.0% |
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