+42.7%
VXUS vs BURL
-17.2%
+59.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -1.8% | +4.1% | -5.8% | -2.3% |
| 30D | -4.6% | -9.5% | +4.9% | -3.3% |
| 3M | -6.1% | -33.5% | +27.4% | -0.8% |
| 6M | -4.9% | -22.1% | +17.2% | -2.1% |
| YTD | +8.1% | -14.6% | +22.6% | +9.6% |
| 1Y | +12.1% | -8.4% | +20.4% | +12.2% |
| 3Y | +63.9% | +86.6% | -22.7% | +44.9% |
| All | +42.7% | -17.2% | +59.8% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling