+89.6%
BURL vs VLTO
+68.7%
+20.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +3.5% | +12.0% | -8.5% | -0.7% |
| 30D | -9.3% | +20.8% | -30.1% | -15.4% |
| 3M | -32.1% | +20.1% | -52.2% | -36.6% |
| 6M | -19.8% | +32.6% | -52.4% | -28.1% |
| YTD | -13.2% | +17.3% | -30.5% | -18.1% |
| 1Y | -7.8% | +17.3% | -25.1% | -13.5% |
| All | +89.6% | +68.7% | +20.9% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling