+78.4%
VEA vs BURL
+63.9%
+14.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | +1.0% | -2.8% | +3.7% | +1.3% |
| 30D | +1.9% | -28.2% | +30.1% | +6.4% |
| 3M | +3.2% | -17.6% | +20.8% | +5.6% |
| 6M | +10.2% | -11.8% | +22.0% | +11.5% |
| YTD | +18.9% | -8.1% | +27.0% | +19.5% |
| 1Y | +29.3% | -12.0% | +41.3% | +30.3% |
| All | +78.4% | +63.9% | +14.4% | +66.4% |
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 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