+134.8%
VXUS vs BURL
+252.7%
-117.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -1.8% | +4.1% | -5.8% | -2.5% |
| 30D | -4.6% | -9.5% | +4.9% | -3.0% |
| 3M | -6.1% | -33.5% | +27.4% | +0.6% |
| 6M | -4.9% | -22.1% | +17.2% | -1.4% |
| YTD | +8.1% | -14.6% | +22.6% | +9.9% |
| 1Y | +12.1% | -8.4% | +20.4% | +12.1% |
| 3Y | +63.9% | +86.6% | -22.7% | +39.4% |
| 5Y | +43.1% | -17.2% | +60.3% | +38.0% |
| All | +134.8% | +252.7% | -117.9% | +83.1% |
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