+138.1%
VNQ vs BURL
+1,051.1%
-913.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.2% |
| 7D | -1.3% | -2.8% | +1.5% | -0.7% |
| 30D | -2.9% | -28.2% | +25.2% | +3.3% |
| 3M | +0.8% | -17.6% | +18.4% | +4.3% |
| 6M | +2.5% | -11.8% | +14.2% | +4.1% |
| YTD | +10.6% | -8.1% | +18.8% | +11.3% |
| 1Y | +9.1% | -12.0% | +21.0% | +10.0% |
| 3Y | +31.0% | +63.3% | -32.3% | +13.0% |
| 5Y | +4.9% | -10.8% | +15.7% | -1.3% |
| 10Y | +59.5% | +215.9% | -156.5% | +17.8% |
| All | +138.1% | +1,051.1% | -913.0% | +64.2% |
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