+735.5%
VGT vs BURL
+254.9%
+480.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -10.1% | -4.4% | -5.7% | -9.3% |
| 3M | -5.3% | -28.6% | +23.3% | +2.2% |
| 6M | +0.2% | -12.3% | +12.5% | +2.2% |
| YTD | +21.1% | -11.3% | +32.4% | +22.6% |
| 1Y | +18.2% | -10.4% | +28.6% | +18.8% |
| 3Y | +107.4% | +96.1% | +11.3% | +66.5% |
| 5Y | +111.5% | -5.0% | +116.5% | +95.5% |
| 10Y | +735.5% | +251.8% | +483.7% | +520.5% |
| All | +735.5% | +254.9% | +480.6% | +520.5% |
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