+221.9%
BURL vs VIG
+262.6%
-40.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -1.6% | +3.5% | -5.1% | -5.7% |
| 30D | -7.7% | +4.9% | -12.7% | -13.0% |
| 3M | -31.7% | +2.5% | -34.2% | -33.6% |
| 6M | -15.2% | +11.0% | -26.2% | -25.4% |
| YTD | -15.9% | +16.0% | -31.9% | -29.9% |
| 1Y | -14.2% | +17.5% | -31.8% | -29.8% |
| 3Y | +93.5% | +67.0% | +26.5% | +3.2% |
| 5Y | -9.9% | +64.8% | -74.7% | -50.5% |
| All | +221.9% | +262.6% | -40.7% | -9.9% |
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