+107.3%
VWO vs BURL
+247.8%
-140.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | +2.1% | +5.9% | -3.8% | +1.1% |
| 30D | -5.5% | -8.3% | +2.8% | -4.2% |
| 3M | -6.2% | -31.6% | +25.5% | -0.3% |
| 6M | -6.4% | -16.6% | +10.2% | -4.2% |
| YTD | +5.4% | -12.1% | +17.5% | +6.6% |
| 1Y | +4.5% | -10.0% | +14.5% | +5.0% |
| 3Y | +56.1% | +94.3% | -38.2% | +32.9% |
| 5Y | +28.1% | -13.2% | +41.3% | +23.0% |
| 10Y | +107.3% | +252.5% | -145.2% | +58.3% |
| All | +107.3% | +247.8% | -140.5% | +58.3% |
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