+18.5%
VTEB vs BURL
+188.6%
-170.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.8% | -0.4% |
| 7D | -0.7% | -7.0% | +6.3% | -0.6% |
| 30D | -2.1% | -35.6% | +33.6% | -1.3% |
| 3M | -2.7% | -26.3% | +23.6% | -2.2% |
| 6M | -2.1% | -20.7% | +18.6% | -1.8% |
| YTD | -1.1% | -17.2% | +16.1% | -0.9% |
| 1Y | +1.3% | -15.0% | +16.4% | +1.5% |
| 3Y | +9.0% | +53.2% | -44.2% | +7.6% |
| 5Y | +1.5% | -18.7% | +20.2% | +1.1% |
| 10Y | +18.5% | +192.1% | -173.6% | +17.2% |
| All | +18.5% | +188.6% | -170.1% | +17.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling