+72.2%
V vs BURL
-11.0%
+83.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.4% |
| 7D | -1.7% | -2.8% | +1.1% | -1.3% |
| 30D | +2.0% | -28.2% | +30.1% | +7.0% |
| 3M | +17.4% | -17.6% | +35.0% | +20.5% |
| 6M | +17.5% | -11.8% | +29.3% | +18.9% |
| YTD | +7.6% | -8.1% | +15.7% | +8.0% |
| 1Y | +7.7% | -12.0% | +19.7% | +8.4% |
| 3Y | +54.7% | +63.3% | -8.6% | +36.3% |
| All | +72.2% | -11.0% | +83.1% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling