+251.8%
BURL vs VIG
+264.3%
-12.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | -0.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.4% |
| 30D | -4.4% | +4.9% | -9.3% | -9.9% |
| 3M | -28.6% | +2.9% | -31.5% | -31.0% |
| 6M | -12.3% | +11.2% | -23.5% | -23.1% |
| YTD | -11.3% | +16.0% | -27.3% | -26.0% |
| 1Y | -10.4% | +17.0% | -27.4% | -26.3% |
| 3Y | +96.1% | +66.9% | +29.2% | +4.7% |
| 5Y | -5.0% | +65.8% | -70.8% | -48.2% |
| 10Y | +251.8% | +263.6% | -11.8% | -1.4% |
| All | +251.8% | +264.3% | -12.5% | -1.4% |
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