+786.7%
VGT vs BURL
+217.6%
+569.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.3% |
| 7D | +1.0% | -2.8% | +3.8% | +1.6% |
| 30D | +1.3% | -28.2% | +29.5% | +9.5% |
| 3M | -1.1% | -17.6% | +16.4% | +3.1% |
| 6M | +32.6% | -11.8% | +44.4% | +35.2% |
| YTD | +29.0% | -8.1% | +37.1% | +30.0% |
| 1Y | +39.7% | -12.0% | +51.6% | +41.2% |
| 3Y | +120.9% | +63.3% | +57.6% | +86.0% |
| 5Y | +133.6% | -10.8% | +144.4% | +119.6% |
| All | +786.7% | +217.6% | +569.0% | +561.1% |
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 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