+886.6%
BURL vs VICR
+1,650.7%
-764.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -2.9% |
| 7D | +4.1% | -23.1% | +27.2% | +7.7% |
| 30D | -9.5% | -48.1% | +38.6% | -1.5% |
| 3M | -33.5% | -32.8% | -0.7% | -31.3% |
| 6M | -22.1% | -47.6% | +25.5% | -18.9% |
| YTD | -14.6% | +34.0% | -48.6% | -26.4% |
| 1Y | -8.4% | +65.0% | -73.4% | -24.0% |
| 3Y | +86.6% | +277.1% | -190.5% | +24.2% |
| 5Y | -17.2% | -5.3% | -11.9% | -35.1% |
| 10Y | +256.4% | +1,075.0% | -818.7% | +74.1% |
| All | +886.6% | +1,650.7% | -764.0% | +367.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling