+151.6%
VEA vs BURL
+987.9%
-836.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -3.2% |
| 7D | -3.2% | +3.5% | -6.7% | -3.8% |
| 30D | -4.1% | -9.3% | +5.2% | -2.6% |
| 3M | -5.5% | -32.1% | +26.6% | +0.4% |
| 6M | -0.4% | -19.8% | +19.4% | +2.6% |
| YTD | +10.2% | -13.2% | +23.4% | +11.7% |
| 1Y | +15.3% | -7.8% | +23.2% | +15.3% |
| 3Y | +68.7% | +89.3% | -20.6% | +45.2% |
| 5Y | +50.3% | -15.8% | +66.1% | +44.1% |
| 10Y | +155.4% | +262.2% | -106.8% | +95.2% |
| All | +151.6% | +987.9% | -836.4% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling