+158.0%
VEA vs BURL
+261.4%
-103.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.2% |
| 7D | +0.4% | +7.7% | -7.3% | -1.0% |
| 30D | -0.7% | -7.1% | +6.5% | +0.6% |
| 3M | -3.9% | -30.3% | +26.4% | +2.2% |
| 6M | -0.6% | -15.5% | +15.0% | +1.6% |
| YTD | +12.9% | -11.0% | +23.9% | +14.1% |
| 1Y | +18.4% | -8.4% | +26.8% | +18.5% |
| 3Y | +75.3% | +96.7% | -21.4% | +47.1% |
| 5Y | +54.3% | -14.1% | +68.4% | +47.5% |
| 10Y | +158.0% | +255.1% | -97.0% | +101.3% |
| All | +158.0% | +261.4% | -103.4% | +101.3% |
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