+295.1%
SCHW vs BURL
+188.6%
+106.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.0% | +1.3% |
| 7D | -1.6% | -7.0% | +5.4% | +0.2% |
| 30D | -1.1% | -35.6% | +34.6% | +10.6% |
| 3M | +20.4% | -26.3% | +46.6% | +29.5% |
| 6M | +13.6% | -20.7% | +34.3% | +19.1% |
| YTD | +7.7% | -17.2% | +24.9% | +11.3% |
| 1Y | +15.2% | -15.0% | +30.2% | +17.2% |
| 3Y | +87.1% | +53.2% | +33.9% | +54.3% |
| 5Y | +57.5% | -18.7% | +76.2% | +50.6% |
| 10Y | +295.1% | +192.1% | +103.0% | +171.5% |
| All | +295.1% | +188.6% | +106.5% | +171.5% |
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