-65.7%
BUR vs VT
+59.8%
-125.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.4% |
| 7D | -12.3% | -0.7% | -11.6% | -11.5% |
| 30D | +4.9% | -1.7% | +6.6% | +7.3% |
| 3M | -15.9% | -2.3% | -13.6% | -13.2% |
| 6M | -22.3% | +1.5% | -23.8% | -23.6% |
| YTD | -58.5% | +12.0% | -70.6% | -63.3% |
| 1Y | -59.3% | +12.9% | -72.1% | -64.2% |
| 3Y | -72.4% | +74.9% | -147.4% | -84.9% |
| 5Y | -65.7% | +59.9% | -125.7% | -79.9% |
| All | -65.7% | +59.8% | -125.5% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling