+86.6%
BURL vs VSXY
+450.7%
-364.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | +4.1% | +11.8% | -7.8% | +2.2% |
| 30D | -9.5% | +25.9% | -35.4% | -12.9% |
| 3M | -33.5% | +15.5% | -49.1% | -35.4% |
| 6M | -22.1% | +109.7% | -131.8% | -32.5% |
| YTD | -14.6% | +99.5% | -114.0% | -26.1% |
| 1Y | -8.4% | +197.5% | -205.9% | -26.8% |
| 3Y | +86.6% | +453.3% | -366.7% | +24.7% |
| All | +86.6% | +450.7% | -364.2% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling