+252.5%
BURL vs VIG
+259.6%
-7.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.6% |
| 7D | +5.9% | +1.0% | +4.9% | +4.7% |
| 30D | -8.3% | +4.5% | -12.8% | -13.2% |
| 3M | -31.6% | +2.1% | -33.7% | -33.2% |
| 6M | -16.6% | +10.5% | -27.1% | -26.2% |
| YTD | -12.1% | +15.1% | -27.2% | -26.0% |
| 1Y | -10.0% | +16.9% | -26.9% | -25.8% |
| 3Y | +94.3% | +65.6% | +28.7% | +4.7% |
| 5Y | -13.2% | +64.4% | -77.6% | -52.1% |
| 10Y | +252.5% | +260.6% | -8.1% | 0.0% |
| All | +252.5% | +259.6% | -7.1% | 0.0% |
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