+310.0%
VOO vs BURL
+261.4%
+48.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +1.5% |
| 7D | +0.1% | +7.7% | -7.6% | -1.5% |
| 30D | -3.3% | -7.1% | +3.8% | -2.0% |
| 3M | -2.4% | -30.3% | +27.9% | +4.6% |
| 6M | +2.6% | -15.5% | +18.1% | +5.1% |
| YTD | +11.3% | -11.0% | +22.2% | +12.4% |
| 1Y | +13.4% | -8.4% | +21.9% | +13.4% |
| 3Y | +80.3% | +96.7% | -16.4% | +48.0% |
| 5Y | +72.7% | -14.1% | +86.8% | +64.5% |
| 10Y | +310.0% | +255.1% | +55.0% | +208.5% |
| All | +310.0% | +261.4% | +48.6% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling