+289.6%
VTI vs BURL
+232.1%
+57.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.4% |
| 7D | +2.5% | -1.6% | +4.1% | +2.9% |
| 30D | -1.5% | -7.7% | +6.2% | +0.1% |
| 3M | -3.2% | -31.7% | +28.5% | +4.5% |
| 6M | +2.3% | -15.2% | +17.5% | +4.8% |
| YTD | +11.6% | -15.9% | +27.6% | +14.2% |
| 1Y | +13.8% | -14.2% | +28.0% | +15.3% |
| 3Y | +77.4% | +93.5% | -16.1% | +45.0% |
| 5Y | +64.6% | -9.9% | +74.4% | +54.3% |
| All | +289.6% | +232.1% | +57.5% | +192.6% |
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 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