-21.4%
BURL vs VSXY
+99.7%
-121.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | -4.4% | +24.0% | -28.4% | -9.2% |
| 3M | -28.6% | +16.7% | -45.2% | -31.5% |
| 6M | -12.3% | +138.6% | -150.9% | -31.3% |
| YTD | -11.3% | +102.8% | -114.1% | -28.7% |
| 1Y | -10.4% | +214.2% | -224.6% | -36.4% |
| 3Y | +96.1% | +461.4% | -365.3% | +4.1% |
| 5Y | -5.0% | +118.3% | -123.3% | -35.1% |
| All | -21.4% | +99.7% | -121.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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