-49.4%
VG vs BURL
-11.4%
-38.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +7.7% | -15.4% | -7.3% |
| 7D | -16.4% | +10.4% | -26.8% | -15.9% |
| 30D | -10.8% | -4.9% | -5.8% | -10.7% |
| 3M | -6.3% | -29.8% | +23.5% | -6.2% |
| 6M | -12.5% | -16.5% | +4.0% | -12.7% |
| YTD | +76.9% | -10.5% | +87.5% | +72.2% |
| 1Y | +51.8% | -5.3% | +57.1% | +45.7% |
| All | -49.4% | -11.4% | -38.0% | -46.5% |
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