+142.4%
VXUS vs BURL
+1,021.0%
-878.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.7% | -5.7% | +0.7% |
| 7D | +0.2% | +10.4% | -10.3% | -1.5% |
| 30D | -2.3% | -4.9% | +2.6% | -1.6% |
| 3M | -2.8% | -29.8% | +27.0% | +2.6% |
| 6M | +2.6% | -16.5% | +19.1% | +4.9% |
| YTD | +12.0% | -10.5% | +22.6% | +13.0% |
| 1Y | +16.5% | -5.3% | +21.8% | +16.0% |
| 3Y | +69.7% | +95.1% | -25.4% | +45.6% |
| 5Y | +48.7% | -12.1% | +60.7% | +41.6% |
| 10Y | +148.0% | +273.2% | -125.2% | +87.6% |
| All | +142.4% | +1,021.0% | -878.5% | +73.9% |
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