+432.8%
VTI vs BURL
+1,051.1%
-618.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.8% |
| 7D | +0.1% | -2.8% | +2.9% | +0.6% |
| 30D | 0.0% | -28.2% | +28.2% | +6.8% |
| 3M | +2.0% | -17.6% | +19.6% | +5.7% |
| 6M | +13.0% | -11.8% | +24.7% | +14.8% |
| YTD | +13.9% | -8.1% | +22.1% | +14.7% |
| 1Y | +20.0% | -12.0% | +32.0% | +21.1% |
| 3Y | +75.8% | +63.3% | +12.5% | +51.8% |
| 5Y | +73.8% | -10.8% | +84.7% | +64.1% |
| 10Y | +297.5% | +215.9% | +81.6% | +188.9% |
| All | +432.8% | +1,051.1% | -618.3% | +241.9% |
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 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