+64.2%
BURL vs VICR
+175.6%
-111.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +2.0% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -28.2% | -13.9% | -14.2% | -27.2% |
| 3M | -17.6% | -38.4% | +20.8% | -14.2% |
| 6M | -11.8% | -7.2% | -4.6% | -15.5% |
| YTD | -8.1% | +72.0% | -80.2% | -21.1% |
| 1Y | -12.0% | +263.3% | -275.2% | -34.7% |
| All | +64.2% | +175.6% | -111.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling