+581.5%
VUG vs BURL
+1,021.0%
-439.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | -0.1% |
| 7D | -3.0% | +10.4% | -13.4% | -5.1% |
| 30D | -6.4% | -4.9% | -1.5% | -5.6% |
| 3M | -3.2% | -29.8% | +26.5% | +3.8% |
| 6M | +3.1% | -16.5% | +19.6% | +6.0% |
| YTD | +6.3% | -10.5% | +16.8% | +7.3% |
| 1Y | +5.2% | -5.3% | +10.5% | +4.3% |
| 3Y | +87.4% | +95.1% | -7.7% | +54.4% |
| 5Y | +65.5% | -12.1% | +77.5% | +55.8% |
| 10Y | +422.7% | +273.2% | +149.5% | +266.3% |
| All | +581.5% | +1,021.0% | -439.4% | +328.2% |
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