-15.9%
BURL vs VICR
-6.0%
-9.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -2.7% |
| 7D | +4.1% | -23.1% | +27.2% | +7.0% |
| 30D | -9.5% | -48.1% | +38.6% | -2.8% |
| 3M | -33.5% | -32.8% | -0.7% | -31.7% |
| 6M | -22.1% | -47.6% | +25.5% | -19.4% |
| YTD | -14.6% | +34.0% | -48.6% | -25.7% |
| 1Y | -8.4% | +65.0% | -73.4% | -23.1% |
| 3Y | +86.6% | +277.1% | -190.5% | +27.8% |
| All | -15.9% | -6.0% | -9.9% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling