-62.5%
BUR vs VT
+103.6%
-166.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.6% | -9.6% |
| 7D | +5.6% | -2.3% | +7.9% | +8.8% |
| 30D | +2.6% | -5.0% | +7.5% | +9.4% |
| 3M | -16.5% | -4.9% | -11.6% | -11.0% |
| 6M | -31.3% | -1.5% | -29.8% | -29.8% |
| YTD | -59.2% | +8.5% | -67.7% | -62.3% |
| 1Y | -59.8% | +11.4% | -71.2% | -64.0% |
| 3Y | -72.0% | +70.1% | -142.1% | -83.9% |
| 5Y | -67.1% | +53.7% | -120.8% | -79.0% |
| All | -62.5% | +103.6% | -166.1% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling