+171.5%
VEA vs BURL
+1,051.1%
-879.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | +1.0% | -2.8% | +3.7% | +1.4% |
| 30D | +1.9% | -28.2% | +30.1% | +7.6% |
| 3M | +3.2% | -17.6% | +20.8% | +6.3% |
| 6M | +10.2% | -11.8% | +22.0% | +11.8% |
| YTD | +18.9% | -8.1% | +27.0% | +19.7% |
| 1Y | +29.3% | -12.0% | +41.3% | +30.4% |
| 3Y | +76.8% | +63.3% | +13.5% | +56.3% |
| 5Y | +61.2% | -10.8% | +72.0% | +53.2% |
| 10Y | +163.3% | +215.9% | -52.6% | +103.6% |
| All | +171.5% | +1,051.1% | -879.7% | +95.3% |
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