-15.9%
BURL vs VO
+32.6%
-48.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.4% |
| 7D | +4.1% | -2.6% | +6.6% | +7.5% |
| 30D | -9.5% | -0.9% | -8.5% | -8.4% |
| 3M | -33.5% | -3.0% | -30.5% | -31.0% |
| 6M | -22.1% | +2.2% | -24.3% | -24.3% |
| YTD | -14.6% | +10.6% | -25.1% | -24.7% |
| 1Y | -8.4% | +12.5% | -20.9% | -21.2% |
| 3Y | +86.6% | +61.4% | +25.2% | +2.5% |
| All | -15.9% | +32.6% | -48.5% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling