+255.1%
BURL vs VIG
+267.0%
-11.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +1.2% |
| 7D | +7.7% | +0.4% | +7.3% | +7.3% |
| 30D | -7.1% | +4.3% | -11.4% | -11.8% |
| 3M | -30.3% | +2.0% | -32.3% | -31.9% |
| 6M | -15.5% | +10.2% | -25.7% | -25.0% |
| YTD | -11.0% | +14.8% | -25.8% | -24.8% |
| 1Y | -8.4% | +17.5% | -25.9% | -25.0% |
| 3Y | +96.7% | +67.4% | +29.3% | +4.6% |
| 5Y | -14.1% | +63.4% | -77.4% | -52.2% |
| 10Y | +255.1% | +259.9% | -4.8% | +0.2% |
| All | +255.1% | +267.0% | -11.9% | +0.2% |
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