+111.8%
VWO vs BURL
+218.2%
-106.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.3% |
| 7D | +1.1% | -2.8% | +3.9% | +1.5% |
| 30D | +2.4% | -28.2% | +30.5% | +8.2% |
| 3M | +2.0% | -17.6% | +19.6% | +5.1% |
| 6M | +10.7% | -11.8% | +22.5% | +12.3% |
| YTD | +14.4% | -8.1% | +22.6% | +15.2% |
| 1Y | +22.7% | -12.0% | +34.7% | +23.8% |
| 3Y | +64.2% | +63.3% | +0.9% | +44.4% |
| 5Y | +35.8% | -10.8% | +46.6% | +29.9% |
| All | +111.8% | +218.2% | -106.5% | +60.3% |
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 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