+780.4%
VLO vs BURL
+258.4%
+522.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -0.9% | -3.1% |
| 7D | -8.7% | +3.5% | -12.1% | -9.7% |
| 30D | -16.2% | -9.3% | -6.9% | -14.3% |
| 3M | +16.2% | -32.1% | +48.3% | +27.8% |
| 6M | +39.8% | -19.8% | +59.6% | +45.2% |
| YTD | +119.0% | -13.2% | +132.1% | +120.1% |
| 1Y | +110.8% | -7.8% | +118.6% | +106.6% |
| 3Y | +201.7% | +89.3% | +112.4% | +122.2% |
| 5Y | +426.2% | -15.8% | +442.0% | +389.9% |
| All | +780.4% | +258.4% | +522.0% | +472.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling