+3.8%
VTEB vs BURL
-12.4%
+16.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | +0.1% |
| 7D | +1.1% | +7.7% | -6.6% | +1.1% |
| 30D | +4.5% | -7.1% | +11.6% | +4.5% |
| 3M | -0.2% | -30.3% | +30.1% | +0.2% |
| 6M | -0.2% | -15.5% | +15.3% | -0.1% |
| YTD | +0.8% | -11.0% | +11.8% | +0.9% |
| 1Y | +1.3% | -8.4% | +9.7% | +1.3% |
| 3Y | +12.2% | +96.7% | -84.5% | +11.1% |
| 5Y | +3.8% | -14.1% | +17.8% | +2.6% |
| All | +3.8% | -12.4% | +16.1% | +2.6% |
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