+139.4%
VNQ vs BURL
+970.5%
-831.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +1.9% | +4.1% | -2.2% | +1.1% |
| 30D | +7.9% | -9.5% | +17.4% | +9.9% |
| 3M | -1.5% | -33.5% | +32.0% | +6.1% |
| 6M | +0.3% | -22.1% | +22.4% | +4.4% |
| YTD | +11.3% | -14.6% | +25.8% | +13.3% |
| 1Y | +11.8% | -8.4% | +20.2% | +11.8% |
| 3Y | +40.8% | +86.6% | -45.7% | +17.9% |
| 5Y | +5.7% | -17.2% | +22.9% | +0.9% |
| 10Y | +80.9% | +256.4% | -175.5% | +32.3% |
| All | +139.4% | +970.5% | -831.1% | +67.0% |
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