-58.6%
BUR vs VT
+103.1%
-161.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | +0.3% |
| 7D | +13.5% | -4.2% | +17.6% | +19.8% |
| 30D | +9.4% | -5.8% | +15.2% | +18.0% |
| 3M | -7.3% | -5.2% | -2.0% | -0.6% |
| 6M | -23.0% | +0.1% | -23.1% | -22.9% |
| YTD | -55.0% | +8.2% | -63.2% | -58.3% |
| 1Y | -57.6% | +10.1% | -67.7% | -61.5% |
| 3Y | -69.1% | +69.7% | -138.7% | -82.2% |
| 5Y | -63.7% | +53.4% | -117.0% | -76.8% |
| All | -58.6% | +103.1% | -161.8% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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