+97.0%
SCHW vs BURL
+66.7%
+30.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.4% |
| 7D | -0.8% | -2.8% | +2.0% | -0.4% |
| 30D | +1.5% | -28.2% | +29.6% | +6.9% |
| 3M | +24.6% | -17.6% | +42.1% | +28.1% |
| 6M | +14.5% | -11.8% | +26.3% | +15.9% |
| YTD | +10.5% | -8.1% | +18.6% | +11.0% |
| 1Y | +13.4% | -12.0% | +25.3% | +14.3% |
| All | +97.0% | +66.7% | +30.3% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling