+77.6%
V vs BURL
+89.8%
-12.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.9% |
| 7D | +2.9% | +3.5% | -0.5% | +2.6% |
| 30D | +14.0% | -9.3% | +23.3% | +15.0% |
| 3M | +14.9% | -32.1% | +47.0% | +19.1% |
| 6M | +31.7% | -19.8% | +51.6% | +34.1% |
| YTD | +21.2% | -13.2% | +34.4% | +22.0% |
| 1Y | +25.3% | -7.8% | +33.1% | +24.9% |
| All | +77.6% | +89.8% | -12.2% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling