+76.9%
VTI vs BURL
+63.9%
+12.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | +0.1% | -2.8% | +2.9% | +0.5% |
| 30D | 0.0% | -28.2% | +28.2% | +5.4% |
| 3M | +2.0% | -17.6% | +19.6% | +4.9% |
| 6M | +13.0% | -11.8% | +24.7% | +14.4% |
| YTD | +13.9% | -8.1% | +22.1% | +14.5% |
| 1Y | +20.0% | -12.0% | +32.0% | +21.0% |
| All | +76.9% | +63.9% | +12.9% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling