+716.4%
VGT vs BURL
+261.4%
+455.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +2.2% |
| 7D | -1.6% | +7.7% | -9.3% | -3.4% |
| 30D | -12.5% | -7.1% | -5.4% | -11.1% |
| 3M | -7.7% | -30.3% | +22.6% | +0.2% |
| 6M | -0.2% | -15.5% | +15.4% | +2.7% |
| YTD | +19.3% | -11.0% | +30.2% | +20.7% |
| 1Y | +18.2% | -8.4% | +26.6% | +18.1% |
| 3Y | +109.6% | +96.7% | +13.0% | +68.1% |
| 5Y | +105.5% | -14.1% | +119.6% | +94.6% |
| 10Y | +716.4% | +255.1% | +461.3% | +504.1% |
| All | +716.4% | +261.4% | +455.0% | +504.1% |
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