+240.7%
BURL vs VIG
+257.3%
-16.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +4.1% | -1.8% | +5.9% | +6.6% |
| 30D | -9.5% | +2.7% | -12.1% | -12.3% |
| 3M | -33.5% | 0.0% | -33.5% | -33.4% |
| 6M | -22.1% | +6.8% | -28.8% | -28.0% |
| YTD | -14.6% | +12.1% | -26.6% | -25.7% |
| 1Y | -8.4% | +14.8% | -23.2% | -22.8% |
| 3Y | +86.6% | +62.4% | +24.1% | +3.0% |
| 5Y | -17.2% | +59.6% | -76.7% | -52.6% |
| All | +240.7% | +257.3% | -16.6% | +1.5% |
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