+6.1%
VNQ vs BURL
-11.0%
+17.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.1% |
| 7D | -1.3% | -2.8% | +1.5% | -0.9% |
| 30D | -2.9% | -28.2% | +25.2% | +2.0% |
| 3M | +0.8% | -17.6% | +18.4% | +3.6% |
| 6M | +2.5% | -11.8% | +14.2% | +3.8% |
| YTD | +10.6% | -8.1% | +18.8% | +11.2% |
| 1Y | +9.1% | -12.0% | +21.0% | +9.9% |
| 3Y | +31.0% | +63.3% | -32.3% | +16.1% |
| All | +6.1% | -11.0% | +17.1% | -0.7% |
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