+240.7%
BURL vs VO
+196.6%
+44.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.4% |
| 7D | +4.1% | -2.6% | +6.6% | +7.3% |
| 30D | -9.5% | -0.9% | -8.5% | -8.5% |
| 3M | -33.5% | -3.0% | -30.5% | -31.1% |
| 6M | -22.1% | +2.2% | -24.3% | -24.1% |
| YTD | -14.6% | +10.6% | -25.1% | -24.0% |
| 1Y | -8.4% | +12.5% | -20.9% | -20.4% |
| 3Y | +86.6% | +61.4% | +25.2% | +7.6% |
| 5Y | -17.2% | +33.4% | -50.6% | -39.9% |
| All | +240.7% | +196.6% | +44.1% | +12.2% |
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