-39.3%
VG vs BURL
-9.0%
-30.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.4% |
| 7D | +1.7% | -2.8% | +4.5% | +1.7% |
| 30D | +16.0% | -28.2% | +44.2% | +15.7% |
| 3M | +9.7% | -17.6% | +27.3% | +9.3% |
| 6M | +29.6% | -11.8% | +41.3% | +27.0% |
| YTD | +112.0% | -8.1% | +120.2% | +105.8% |
| 1Y | +12.8% | -12.0% | +24.8% | +10.0% |
| All | -39.3% | -9.0% | -30.3% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling