+246.2%
BURL vs VT
+214.8%
+31.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.1% | +2.0% |
| 7D | +3.5% | -4.2% | +7.6% | +8.9% |
| 30D | -9.3% | -5.8% | -3.5% | -2.6% |
| 3M | -32.1% | -5.2% | -26.9% | -27.7% |
| 6M | -19.8% | +0.1% | -19.9% | -20.4% |
| YTD | -13.2% | +8.2% | -21.4% | -21.8% |
| 1Y | -7.8% | +10.1% | -18.0% | -18.9% |
| 3Y | +89.3% | +69.7% | +19.7% | -1.2% |
| 5Y | -15.8% | +53.4% | -69.2% | -49.7% |
| All | +246.2% | +214.8% | +31.4% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling