-18.6%
BURL vs VSXY
+37.4%
-56.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +2.0% |
| 7D | -2.8% | -14.0% | +11.2% | +0.4% |
| 30D | -28.2% | -15.9% | -12.2% | -25.5% |
| 3M | -17.6% | +3.4% | -21.0% | -18.7% |
| 6M | -11.8% | +25.9% | -37.7% | -19.8% |
| YTD | -8.1% | +39.5% | -47.6% | -19.2% |
| 1Y | -12.0% | +194.4% | -206.3% | -37.4% |
| 3Y | +63.3% | +281.4% | -218.1% | -5.8% |
| 5Y | -10.8% | +12.8% | -23.6% | -31.7% |
| All | -18.6% | +37.4% | -56.0% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling