+101.8%
VWO vs BURL
+261.4%
-159.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.7% |
| 7D | +1.6% | +7.7% | -6.1% | +0.3% |
| 30D | -5.3% | -7.1% | +1.9% | -4.2% |
| 3M | -6.2% | -30.3% | +24.1% | -0.7% |
| 6M | -6.2% | -15.5% | +9.3% | -4.2% |
| YTD | +5.6% | -11.0% | +16.6% | +6.6% |
| 1Y | +6.2% | -8.4% | +14.6% | +6.3% |
| 3Y | +57.5% | +96.7% | -39.2% | +33.8% |
| 5Y | +28.0% | -14.1% | +42.1% | +23.2% |
| 10Y | +101.8% | +255.1% | -153.3% | +53.0% |
| All | +101.8% | +261.4% | -159.6% | +53.0% |
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