+105.2%
VGT vs BURL
+86.7%
+18.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | -7.2% | +4.1% | -11.3% | -8.0% |
| 30D | -16.1% | -9.5% | -6.7% | -14.5% |
| 3M | -9.2% | -33.5% | +24.3% | -1.7% |
| 6M | -0.7% | -22.1% | +21.4% | +3.3% |
| YTD | +15.6% | -14.6% | +30.1% | +17.5% |
| 1Y | +14.4% | -8.4% | +22.7% | +13.7% |
| 3Y | +105.2% | +86.6% | +18.7% | +97.8% |
| All | +105.2% | +86.7% | +18.5% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling