+235.2%
VIK vs BURL
+37.8%
+197.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | 0.0% | +4.1% | -4.1% | -1.3% |
| 30D | +7.7% | -9.5% | +17.1% | +11.4% |
| 3M | -17.6% | -33.5% | +15.9% | -4.9% |
| 6M | +1.7% | -22.1% | +23.8% | +9.6% |
| YTD | +22.5% | -14.6% | +37.1% | +27.8% |
| 1Y | +52.6% | -8.4% | +61.0% | +53.3% |
| All | +235.2% | +37.8% | +197.3% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling