+960.9%
BURL vs VICR
+2,147.3%
-1,186.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +1.8% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -28.2% | -13.9% | -14.2% | -26.8% |
| 3M | -17.6% | -38.4% | +20.8% | -13.1% |
| 6M | -11.8% | -7.2% | -4.6% | -15.6% |
| YTD | -8.1% | +72.0% | -80.2% | -22.0% |
| 1Y | -12.0% | +263.3% | -275.2% | -35.8% |
| 3Y | +63.3% | +173.3% | -110.0% | +17.7% |
| 5Y | -10.8% | +47.3% | -58.1% | -33.8% |
| 10Y | +215.9% | +1,495.2% | -1,279.3% | +50.8% |
| All | +960.9% | +2,147.3% | -1,186.4% | +395.7% |
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 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