+599.1%
VUG vs BURL
+1,051.1%
-452.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.0% |
| 7D | -0.1% | -2.8% | +2.7% | +0.5% |
| 30D | -0.3% | -28.2% | +27.8% | +6.8% |
| 3M | -0.7% | -17.6% | +16.9% | +3.1% |
| 6M | +14.6% | -11.8% | +26.4% | +16.7% |
| YTD | +9.0% | -8.1% | +17.2% | +9.8% |
| 1Y | +14.9% | -12.0% | +26.8% | +16.0% |
| 3Y | +86.0% | +63.3% | +22.7% | +59.6% |
| 5Y | +76.7% | -10.8% | +87.5% | +66.2% |
| 10Y | +411.3% | +215.9% | +195.4% | +267.9% |
| All | +599.1% | +1,051.1% | -452.0% | +338.3% |
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