+155.1%
VXUS vs BURL
+1,051.1%
-896.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | +1.0% | -2.8% | +3.8% | +1.5% |
| 30D | +2.2% | -28.2% | +30.4% | +7.7% |
| 3M | +3.0% | -17.6% | +20.6% | +6.0% |
| 6M | +10.7% | -11.8% | +22.4% | +12.2% |
| YTD | +17.8% | -8.1% | +26.0% | +18.6% |
| 1Y | +27.6% | -12.0% | +39.5% | +28.7% |
| 3Y | +73.3% | +63.3% | +10.0% | +53.5% |
| 5Y | +54.3% | -10.8% | +65.1% | +46.9% |
| 10Y | +149.8% | +215.9% | -66.1% | +92.3% |
| All | +155.1% | +1,051.1% | -896.0% | +82.6% |
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