-12.3%
BURL vs VICR
-40.0%
+27.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.0% | +0.9% |
| 7D | -0.8% | +5.7% | -6.5% | -0.9% |
| 30D | -4.4% | -35.2% | +30.8% | -3.6% |
| 3M | -28.6% | -20.3% | -8.3% | -28.8% |
| 6M | -12.3% | -46.3% | +34.0% | -11.8% |
| All | -12.3% | -40.0% | +27.7% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling