+960.9%
BURL vs VYM
+321.5%
+639.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.1% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -28.2% | -0.5% | -27.6% | -27.7% |
| 3M | -17.6% | +3.0% | -20.6% | -20.4% |
| 6M | -11.8% | +8.2% | -20.0% | -19.3% |
| YTD | -8.1% | +15.8% | -24.0% | -22.2% |
| 1Y | -12.0% | +20.8% | -32.8% | -29.0% |
| 3Y | +63.3% | +65.3% | -2.0% | -6.8% |
| 5Y | -10.8% | +76.6% | -87.4% | -51.9% |
| 10Y | +215.9% | +203.9% | +12.0% | +0.5% |
| All | +960.9% | +321.5% | +639.4% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling