+444.2%
SCHG vs BURL
+206.3%
+237.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.1% |
| 7D | -0.1% | -2.6% | +2.5% | +0.5% |
| 30D | -1.5% | -30.8% | +29.3% | +6.9% |
| 3M | +4.4% | -18.7% | +23.1% | +8.9% |
| 6M | +15.7% | -16.4% | +32.2% | +19.4% |
| YTD | +8.3% | -11.6% | +19.9% | +10.0% |
| 1Y | +14.2% | -12.0% | +26.2% | +15.3% |
| 3Y | +88.3% | +63.6% | +24.6% | +59.2% |
| 5Y | +83.5% | -12.6% | +96.0% | +73.1% |
| 10Y | +444.2% | +206.5% | +237.7% | +307.4% |
| All | +444.2% | +206.3% | +237.9% | +307.4% |
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