+101.6%
VGT vs BURL
+94.5%
+7.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.1% |
| 7D | -4.1% | +5.9% | -10.0% | -5.2% |
| 30D | -13.6% | -8.3% | -5.3% | -12.2% |
| 3M | -8.0% | -31.6% | +23.7% | -0.9% |
| 6M | -1.5% | -16.6% | +15.1% | +1.0% |
| YTD | +17.7% | -12.1% | +29.8% | +19.0% |
| 1Y | +13.8% | -10.0% | +23.8% | +13.9% |
| 3Y | +101.6% | +94.3% | +7.3% | +92.5% |
| All | +101.6% | +94.5% | +7.1% | +92.5% |
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 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