+233.9%
BURL vs VIG
+262.6%
-28.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.4% | +3.1% | -2.6% | -3.3% |
| 30D | -4.3% | +5.0% | -9.4% | -9.9% |
| 3M | -28.8% | +2.7% | -31.5% | -30.9% |
| 6M | -12.8% | +11.0% | -23.8% | -23.3% |
| YTD | -12.8% | +16.0% | -28.8% | -27.3% |
| 1Y | -12.3% | +16.3% | -28.5% | -27.2% |
| 3Y | +92.7% | +66.8% | +25.9% | +2.9% |
| 5Y | -6.5% | +64.8% | -71.3% | -48.6% |
| All | +233.9% | +262.6% | -28.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling