+886.6%
BURL vs VYM
+310.5%
+576.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | +4.1% | -2.8% | +6.9% | +7.7% |
| 30D | -9.5% | +1.0% | -10.5% | -10.5% |
| 3M | -33.5% | -2.9% | -30.6% | -31.2% |
| 6M | -22.1% | +2.6% | -24.6% | -24.2% |
| YTD | -14.6% | +12.8% | -27.4% | -25.4% |
| 1Y | -8.4% | +16.8% | -25.1% | -23.2% |
| 3Y | +86.6% | +66.9% | +19.7% | +5.2% |
| 5Y | -17.2% | +66.5% | -83.7% | -52.4% |
| 10Y | +256.4% | +207.8% | +48.6% | +12.9% |
| All | +886.6% | +310.5% | +576.1% | +148.3% |
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