+859.2%
BURL vs VT
+267.8%
+591.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +2.0% | -1.6% | +3.6% | +3.9% |
| 30D | -12.9% | -2.5% | -10.4% | -10.5% |
| 3M | -34.9% | -1.3% | -33.5% | -34.0% |
| 6M | -24.6% | +3.1% | -27.7% | -27.5% |
| YTD | -16.9% | +10.9% | -27.9% | -26.7% |
| 1Y | -13.1% | +12.1% | -25.2% | -24.4% |
| 3Y | +81.1% | +73.9% | +7.2% | -3.3% |
| 5Y | -17.5% | +58.0% | -75.5% | -50.3% |
| 10Y | +244.9% | +225.5% | +19.5% | +5.9% |
| All | +859.2% | +267.8% | +591.5% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling