+289.1%
VTI vs BURL
+247.8%
+41.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -0.4% | +5.9% | -6.3% | -1.7% |
| 30D | -3.2% | -8.3% | +5.1% | -1.6% |
| 3M | -2.9% | -31.6% | +28.7% | +4.8% |
| 6M | +2.4% | -16.6% | +19.0% | +5.3% |
| YTD | +11.2% | -12.1% | +23.3% | +12.6% |
| 1Y | +11.6% | -10.0% | +21.6% | +11.9% |
| 3Y | +76.6% | +94.3% | -17.7% | +44.3% |
| 5Y | +65.3% | -13.2% | +78.5% | +56.6% |
| 10Y | +289.1% | +252.5% | +36.6% | +189.8% |
| All | +289.1% | +247.8% | +41.2% | +189.8% |
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