+120.5%
VGT vs BURL
+63.9%
+56.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.2% |
| 7D | +1.0% | -2.8% | +3.8% | +1.5% |
| 30D | +1.3% | -28.2% | +29.5% | +8.2% |
| 3M | -1.1% | -17.6% | +16.4% | +2.3% |
| 6M | +32.6% | -11.8% | +44.4% | +34.6% |
| YTD | +29.0% | -8.1% | +37.1% | +29.6% |
| 1Y | +39.7% | -12.0% | +51.6% | +40.9% |
| All | +120.5% | +63.9% | +56.6% | +103.5% |
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