-54.5%
BUR vs VT
+116.5%
-171.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.2% | +0.4% | -0.7% | -0.8% |
| 30D | +1.9% | +1.0% | +0.9% | +0.8% |
| 3M | -2.2% | +2.4% | -4.6% | -5.1% |
| 6M | -47.3% | +12.0% | -59.3% | -53.4% |
| YTD | -50.6% | +15.3% | -65.9% | -57.7% |
| 1Y | -66.9% | +22.6% | -89.5% | -73.5% |
| 3Y | -67.5% | +74.7% | -142.2% | -82.1% |
| 5Y | -61.2% | +66.1% | -127.3% | -77.5% |
| All | -54.5% | +116.5% | -171.0% | -80.6% |
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