+743.6%
VLO vs BURL
+261.4%
+482.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +1.9% |
| 7D | -6.5% | +7.7% | -14.2% | -8.5% |
| 30D | -17.8% | -7.1% | -10.6% | -16.4% |
| 3M | +19.6% | -30.3% | +49.9% | +30.6% |
| 6M | +49.3% | -15.5% | +64.8% | +52.9% |
| YTD | +122.4% | -11.0% | +133.4% | +122.1% |
| 1Y | +107.4% | -8.4% | +115.9% | +104.0% |
| 3Y | +223.1% | +96.7% | +126.4% | +135.3% |
| 5Y | +432.2% | -14.1% | +446.3% | +393.4% |
| 10Y | +743.6% | +255.1% | +488.6% | +443.1% |
| All | +743.6% | +261.4% | +482.3% | +443.1% |
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 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