-23.0%
BURL vs VSXY
+93.3%
-116.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.4% |
| 7D | +3.5% | +7.2% | -3.8% | +1.8% |
| 30D | -9.3% | +24.9% | -34.2% | -14.0% |
| 3M | -32.1% | +18.3% | -50.4% | -35.1% |
| 6M | -19.8% | +109.4% | -129.2% | -35.1% |
| YTD | -13.2% | +96.3% | -109.4% | -29.7% |
| 1Y | -7.8% | +184.0% | -191.9% | -32.9% |
| 3Y | +89.3% | +443.0% | -353.6% | +1.1% |
| 5Y | -15.8% | +106.9% | -122.7% | -41.9% |
| All | -23.0% | +93.3% | -116.3% | -47.3% |
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 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