+134.4%
VXUS vs BURL
+258.4%
-124.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.7% | -3.1% |
| 7D | -3.4% | +3.5% | -6.9% | -4.0% |
| 30D | -5.8% | -9.3% | +3.5% | -4.3% |
| 3M | -6.4% | -32.1% | +25.7% | -0.2% |
| 6M | -2.5% | -19.8% | +17.3% | +0.5% |
| YTD | +7.9% | -13.2% | +21.1% | +9.4% |
| 1Y | +11.5% | -7.8% | +19.3% | +11.4% |
| 3Y | +63.4% | +89.3% | -25.9% | +38.7% |
| 5Y | +42.9% | -15.8% | +58.7% | +37.4% |
| All | +134.4% | +258.4% | -124.0% | +82.4% |
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