+387.8%
VUG vs BURL
+252.7%
+135.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -3.4% | +4.1% | -7.5% | -4.3% |
| 30D | -11.1% | -9.5% | -1.6% | -9.2% |
| 3M | -7.2% | -33.5% | +26.3% | +1.2% |
| 6M | -4.1% | -22.1% | +18.0% | +0.3% |
| YTD | +1.4% | -14.6% | +16.0% | +3.5% |
| 1Y | +1.9% | -8.4% | +10.3% | +1.7% |
| 3Y | +77.7% | +86.6% | -8.8% | +45.5% |
| 5Y | +57.6% | -17.2% | +74.8% | +50.1% |
| All | +387.8% | +252.7% | +135.1% | +266.9% |
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 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