+102.6%
V vs BURL
-15.9%
+118.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.8% |
| 7D | +2.9% | +3.5% | -0.5% | +2.4% |
| 30D | +14.0% | -9.3% | +23.3% | +15.5% |
| 3M | +14.9% | -32.1% | +47.0% | +21.2% |
| 6M | +31.7% | -19.8% | +51.6% | +35.1% |
| YTD | +21.2% | -13.2% | +34.4% | +22.4% |
| 1Y | +25.3% | -7.8% | +33.1% | +24.9% |
| 3Y | +77.5% | +89.3% | -11.8% | +52.3% |
| 5Y | +102.6% | -15.8% | +118.4% | +102.2% |
| All | +102.6% | -15.9% | +118.4% | +102.2% |
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