+221.9%
BURL vs VICR
+978.3%
-756.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -3.0% |
| 7D | -1.6% | +8.3% | -9.9% | -2.8% |
| 30D | -7.7% | -35.2% | +27.4% | -2.7% |
| 3M | -31.7% | -29.8% | -1.8% | -29.7% |
| 6M | -15.2% | -48.6% | +33.4% | -10.6% |
| YTD | -15.9% | +45.1% | -61.0% | -29.2% |
| 1Y | -14.2% | +79.6% | -93.8% | -30.7% |
| 3Y | +93.5% | +335.4% | -241.9% | +22.2% |
| 5Y | -9.9% | -1.0% | -8.9% | -30.2% |
| All | +221.9% | +978.3% | -756.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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