+112.0%
VWO vs BURL
+244.4%
-132.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +4.0% | +0.4% | +3.6% | +4.0% |
| 30D | -5.4% | -4.3% | -1.1% | -4.8% |
| 3M | -6.4% | -28.8% | +22.4% | -1.3% |
| 6M | -4.7% | -12.8% | +8.1% | -3.2% |
| YTD | +5.3% | -12.8% | +18.1% | +6.7% |
| 1Y | +4.3% | -12.3% | +16.6% | +5.2% |
| 3Y | +55.9% | +92.7% | -36.8% | +32.9% |
| 5Y | +25.7% | -6.5% | +32.3% | +18.8% |
| All | +112.0% | +244.4% | -132.4% | +61.2% |
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 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