+69.6%
VXUS vs BURL
+97.8%
-28.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -1.2% | -4.4% | +3.2% | -0.7% |
| 3M | -3.8% | -28.6% | +24.7% | 0.0% |
| 6M | -1.7% | -12.3% | +10.6% | -0.7% |
| YTD | +11.4% | -11.3% | +22.7% | +12.3% |
| 1Y | +13.3% | -10.4% | +23.8% | +13.8% |
| All | +69.6% | +97.8% | -28.2% | +61.5% |
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