+768.4%
VLO vs BURL
+252.7%
+515.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -13.3% | +4.1% | -17.4% | -14.4% |
| 30D | -18.3% | -9.5% | -8.8% | -16.4% |
| 3M | +14.3% | -33.5% | +47.9% | +26.5% |
| 6M | +47.6% | -22.1% | +69.7% | +54.6% |
| YTD | +116.0% | -14.6% | +130.5% | +118.1% |
| 1Y | +101.0% | -8.4% | +109.4% | +97.2% |
| 3Y | +199.0% | +86.6% | +112.5% | +121.1% |
| 5Y | +419.0% | -17.2% | +436.2% | +385.3% |
| All | +768.4% | +252.7% | +515.8% | +467.4% |
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