+143.6%
VLO vs BURL
-9.5%
+153.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +0.3% |
| 7D | +5.2% | -2.8% | +8.0% | +5.0% |
| 30D | +22.6% | -28.2% | +50.8% | +18.9% |
| 3M | +43.8% | -17.6% | +61.4% | +41.4% |
| 6M | +65.7% | -11.8% | +77.5% | +62.4% |
| YTD | +131.1% | -8.1% | +139.2% | +126.1% |
| 1Y | +143.6% | -12.0% | +155.6% | +133.1% |
| All | +143.6% | -9.5% | +153.2% | +133.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling