-17.5%
BURL vs VYM
+77.5%
-95.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.5% |
| 7D | -9.9% | -0.8% | -9.1% | -8.9% |
| 30D | -32.4% | -2.2% | -30.2% | -30.2% |
| 3M | -30.2% | +3.1% | -33.2% | -33.0% |
| 6M | -21.3% | +9.7% | -31.1% | -30.4% |
| YTD | -17.2% | +14.9% | -32.1% | -31.3% |
| 1Y | -14.4% | +17.6% | -32.0% | -31.2% |
| 3Y | +55.0% | +65.3% | -10.3% | -22.1% |
| All | -17.5% | +77.5% | -95.0% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling