+21.1%
SCHW vs BURL
-15.9%
+37.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +3.9% | +4.1% | -0.2% | +3.1% |
| 30D | -4.3% | -9.5% | +5.2% | -2.5% |
| 3M | -14.8% | -33.5% | +18.7% | -8.0% |
| 6M | -0.1% | -22.1% | +22.0% | +3.9% |
| YTD | -7.5% | -14.6% | +7.1% | -5.9% |
| 1Y | -1.6% | -8.4% | +6.7% | -1.9% |
| 3Y | +71.4% | +86.6% | -15.1% | +41.0% |
| All | +21.1% | -15.9% | +37.0% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling