+11.6%
VTI vs BURL
-10.6%
+22.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -0.4% | +5.9% | -6.3% | -0.9% |
| 30D | -3.2% | -8.3% | +5.1% | -2.6% |
| 3M | -2.9% | -31.6% | +28.7% | +0.1% |
| 6M | +2.4% | -16.6% | +19.0% | +3.3% |
| YTD | +11.2% | -12.1% | +23.3% | +12.5% |
| 1Y | +11.6% | -10.0% | +21.6% | +12.9% |
| All | +11.6% | -10.6% | +22.2% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling