+92.7%
VWO vs BURL
+970.5%
-877.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.2% |
| 7D | -0.4% | +4.1% | -4.5% | -1.1% |
| 30D | -7.6% | -9.5% | +1.8% | -6.2% |
| 3M | -7.6% | -33.5% | +25.9% | -1.7% |
| 6M | -8.7% | -22.1% | +13.4% | -5.6% |
| YTD | +3.2% | -14.6% | +17.7% | +4.8% |
| 1Y | +3.6% | -8.4% | +12.0% | +3.7% |
| 3Y | +51.8% | +86.6% | -34.7% | +31.4% |
| 5Y | +26.0% | -17.2% | +43.2% | +21.6% |
| 10Y | +99.3% | +256.4% | -157.1% | +46.8% |
| All | +92.7% | +970.5% | -877.8% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling