+49.9%
VG vs BURL
-5.1%
+55.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -4.7% |
| 7D | -22.0% | +3.5% | -25.5% | -21.1% |
| 30D | -14.7% | -9.3% | -5.4% | -16.2% |
| 3M | -7.1% | -32.1% | +25.0% | -14.2% |
| 6M | -11.2% | -19.8% | +8.6% | -13.6% |
| YTD | +69.8% | -13.2% | +83.0% | +59.6% |
| 1Y | +49.9% | -7.8% | +57.7% | +39.2% |
| All | +49.9% | -5.1% | +55.0% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling