+156.9%
VEA vs BURL
+247.8%
-90.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | 0.0% | +5.9% | -5.9% | -1.1% |
| 30D | -1.4% | -8.3% | +6.9% | +0.1% |
| 3M | -4.1% | -31.6% | +27.5% | +2.3% |
| 6M | -1.3% | -16.6% | +15.3% | +1.1% |
| YTD | +12.1% | -12.1% | +24.2% | +13.5% |
| 1Y | +16.1% | -10.0% | +26.0% | +16.5% |
| 3Y | +73.0% | +94.3% | -21.3% | +45.5% |
| 5Y | +55.1% | -13.2% | +68.3% | +47.9% |
| 10Y | +156.9% | +252.5% | -95.6% | +101.2% |
| All | +156.9% | +247.8% | -90.9% | +101.2% |
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 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