-15.8%
BURL vs VIG
+60.3%
-76.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | +1.6% |
| 7D | +3.5% | -2.0% | +5.4% | +6.4% |
| 30D | -9.3% | +2.7% | -12.0% | -12.5% |
| 3M | -32.1% | +0.3% | -32.4% | -32.3% |
| 6M | -19.8% | +7.6% | -27.4% | -27.3% |
| YTD | -13.2% | +12.5% | -25.7% | -25.9% |
| 1Y | -7.8% | +14.8% | -22.6% | -23.7% |
| 3Y | +89.3% | +63.2% | +26.1% | -3.8% |
| 5Y | -15.8% | +60.2% | -76.0% | -55.7% |
| All | -15.8% | +60.3% | -76.2% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling