+26.5%
VTEB vs BURL
+441.6%
-415.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | -0.8% | -2.8% | +2.0% | -0.7% |
| 30D | -1.3% | -28.2% | +26.8% | -0.8% |
| 3M | -2.1% | -17.6% | +15.5% | -1.9% |
| 6M | -1.7% | -11.8% | +10.1% | -1.6% |
| YTD | -0.6% | -8.1% | +7.6% | -0.5% |
| 1Y | +3.1% | -12.0% | +15.0% | +3.2% |
| 3Y | +9.2% | +63.3% | -54.1% | +7.9% |
| 5Y | +2.2% | -10.8% | +13.0% | +1.6% |
| 10Y | +18.8% | +215.9% | -197.1% | +17.0% |
| All | +26.5% | +441.6% | -415.1% | +25.3% |
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