+111.0%
VWO vs BURL
+206.3%
-95.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.3% |
| 7D | +0.9% | -2.6% | +3.5% | +1.3% |
| 30D | +1.3% | -30.8% | +32.0% | +7.6% |
| 3M | +5.1% | -18.7% | +23.8% | +8.5% |
| 6M | +12.5% | -16.4% | +29.0% | +15.4% |
| YTD | +14.0% | -11.6% | +25.6% | +15.5% |
| 1Y | +19.7% | -12.0% | +31.7% | +20.8% |
| 3Y | +66.8% | +63.6% | +3.2% | +46.5% |
| 5Y | +36.2% | -12.6% | +48.8% | +30.6% |
| 10Y | +111.0% | +206.5% | -95.5% | +60.8% |
| All | +111.0% | +206.3% | -95.3% | +60.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling