+104.2%
BURL vs VSXY
+474.3%
-370.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -0.8% | +0.8% | -1.6% | -0.9% |
| 30D | -4.4% | +24.0% | -28.4% | -7.8% |
| 3M | -28.6% | +16.7% | -45.2% | -30.6% |
| 6M | -12.3% | +138.6% | -150.9% | -25.7% |
| YTD | -11.3% | +102.8% | -114.1% | -23.4% |
| 1Y | -10.4% | +214.2% | -224.6% | -29.1% |
| All | +104.2% | +474.3% | -370.1% | +39.3% |
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