+246.2%
BURL vs VO
+197.0%
+49.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | +1.1% |
| 7D | +3.5% | -3.3% | +6.8% | +7.7% |
| 30D | -9.3% | -1.8% | -7.4% | -7.3% |
| 3M | -32.1% | -3.4% | -28.7% | -29.3% |
| 6M | -19.8% | +3.0% | -22.8% | -22.6% |
| YTD | -13.2% | +10.7% | -23.9% | -22.9% |
| 1Y | -7.8% | +11.8% | -19.6% | -19.3% |
| 3Y | +89.3% | +60.4% | +28.9% | +10.0% |
| 5Y | -15.8% | +33.6% | -49.4% | -39.1% |
| All | +246.2% | +197.0% | +49.3% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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