+67.7%
VWO vs BURL
+66.7%
+1.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.4% |
| 7D | +1.1% | -2.8% | +3.9% | +1.4% |
| 30D | +2.4% | -28.2% | +30.5% | +6.4% |
| 3M | +2.0% | -17.6% | +19.6% | +4.2% |
| 6M | +10.7% | -11.8% | +22.5% | +11.9% |
| YTD | +14.4% | -8.1% | +22.6% | +15.1% |
| 1Y | +22.7% | -12.0% | +34.7% | +23.6% |
| All | +67.7% | +66.7% | +1.0% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling