+6.1%
VNQ vs BURL
-10.8%
+16.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.6% |
| 7D | +0.8% | -1.6% | +2.4% | +1.0% |
| 30D | +6.8% | -7.7% | +14.5% | +8.0% |
| 3M | -1.3% | -31.7% | +30.4% | +4.3% |
| 6M | +2.4% | -15.2% | +17.5% | +4.2% |
| YTD | +12.1% | -15.9% | +28.0% | +14.0% |
| 1Y | +12.0% | -14.2% | +26.2% | +13.1% |
| 3Y | +44.8% | +93.5% | -48.7% | +24.1% |
| All | +6.1% | -10.8% | +16.9% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling