-24.3%
BURL vs VSXY
+96.5%
-120.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | +4.1% | +11.8% | -7.8% | +1.4% |
| 30D | -9.5% | +25.9% | -35.4% | -14.4% |
| 3M | -33.5% | +15.5% | -49.1% | -36.1% |
| 6M | -22.1% | +109.7% | -131.8% | -37.0% |
| YTD | -14.6% | +99.5% | -114.0% | -31.1% |
| 1Y | -8.4% | +197.5% | -205.9% | -34.0% |
| 3Y | +86.6% | +453.3% | -366.7% | -0.8% |
| 5Y | -17.2% | +110.3% | -127.4% | -43.0% |
| All | -24.3% | +96.5% | -120.7% | -48.3% |
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