+44.7%
VNQ vs BURL
+94.4%
-49.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | +0.2% | +0.4% | -0.2% | +0.2% |
| 30D | +5.8% | -4.3% | +10.2% | +6.3% |
| 3M | 0.0% | -28.8% | +28.7% | +4.0% |
| 6M | +1.5% | -12.8% | +14.3% | +2.6% |
| YTD | +12.1% | -12.8% | +24.9% | +13.1% |
| 1Y | +10.6% | -12.3% | +22.8% | +11.2% |
| All | +44.7% | +94.4% | -49.7% | +34.9% |
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