+960.9%
BURL vs VIG
+345.4%
+615.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.2% |
| 7D | -2.8% | -0.4% | -2.4% | -2.3% |
| 30D | -28.2% | -1.0% | -27.2% | -27.3% |
| 3M | -17.6% | +2.8% | -20.4% | -20.3% |
| 6M | -11.8% | +8.2% | -20.0% | -19.7% |
| YTD | -8.1% | +11.0% | -19.2% | -18.9% |
| 1Y | -12.0% | +16.1% | -28.1% | -26.5% |
| 3Y | +63.3% | +56.2% | +7.1% | -3.4% |
| 5Y | -10.8% | +63.0% | -73.8% | -49.1% |
| 10Y | +215.9% | +241.4% | -25.5% | -15.3% |
| All | +960.9% | +345.4% | +615.5% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling