+228.8%
VIK vs BURL
+48.2%
+180.6%
-35.4%
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% | -0.7% |
| 7D | -3.0% | -2.8% | -0.2% | -2.1% |
| 30D | -20.7% | -28.2% | +7.4% | -10.6% |
| 3M | -4.6% | -17.6% | +12.9% | +1.8% |
| 6M | +14.0% | -11.8% | +25.8% | +18.4% |
| YTD | +20.2% | -8.1% | +28.3% | +22.7% |
| 1Y | +36.0% | -12.0% | +48.0% | +40.2% |
| All | +228.8% | +48.2% | +180.6% | +189.6% |
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