+64.2%
BURL vs VSXY
+289.1%
-224.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.2% |
| 7D | -2.8% | -14.0% | +11.2% | -0.5% |
| 30D | -28.2% | -15.9% | -12.2% | -26.2% |
| 3M | -17.6% | +3.4% | -21.0% | -18.3% |
| 6M | -11.8% | +25.9% | -37.7% | -17.3% |
| YTD | -8.1% | +39.5% | -47.6% | -15.8% |
| 1Y | -12.0% | +194.4% | -206.3% | -30.6% |
| All | +64.2% | +289.1% | -224.9% | +6.9% |
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