-22.1%
BURL vs VSXY
+101.4%
-123.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -0.7% |
| 7D | +5.9% | +10.2% | -4.3% | +3.5% |
| 30D | -8.3% | +33.6% | -42.0% | -14.5% |
| 3M | -31.6% | +10.8% | -42.4% | -33.6% |
| 6M | -16.6% | +130.5% | -147.1% | -34.1% |
| YTD | -12.1% | +104.4% | -116.5% | -29.5% |
| 1Y | -10.0% | +216.5% | -226.5% | -36.2% |
| 3Y | +94.3% | +465.9% | -371.6% | +2.9% |
| 5Y | -13.2% | +123.1% | -136.3% | -40.9% |
| All | -22.1% | +101.4% | -123.4% | -47.1% |
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