+4.3%
VWO vs BURL
-13.7%
+18.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | +4.0% | +0.4% | +3.6% | +4.0% |
| 30D | -5.4% | -4.3% | -1.1% | -5.0% |
| 3M | -6.4% | -28.8% | +22.4% | -3.2% |
| 6M | -4.7% | -12.8% | +8.1% | -4.1% |
| YTD | +5.3% | -12.8% | +18.1% | +7.0% |
| 1Y | +4.3% | -12.3% | +16.6% | +5.9% |
| All | +4.3% | -13.7% | +18.0% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling