+717.0%
VGT vs BURL
+247.8%
+469.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.0% |
| 7D | -4.1% | +5.9% | -10.0% | -5.5% |
| 30D | -13.6% | -8.3% | -5.3% | -11.9% |
| 3M | -8.0% | -31.6% | +23.7% | +0.3% |
| 6M | -1.5% | -16.6% | +15.1% | +1.7% |
| YTD | +17.7% | -12.1% | +29.8% | +19.5% |
| 1Y | +13.8% | -10.0% | +23.8% | +14.2% |
| 3Y | +101.6% | +94.3% | +7.3% | +62.1% |
| 5Y | +106.7% | -13.2% | +119.9% | +95.2% |
| 10Y | +717.0% | +252.5% | +464.5% | +508.5% |
| All | +717.0% | +247.8% | +469.2% | +508.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling