+790.3%
VLO vs BURL
+232.1%
+558.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +2.2% |
| 7D | +9.6% | -1.6% | +11.2% | +10.1% |
| 30D | -17.4% | -7.7% | -9.6% | -15.9% |
| 3M | +10.8% | -31.7% | +42.4% | +21.6% |
| 6M | +56.9% | -15.2% | +72.1% | +60.4% |
| YTD | +136.8% | -15.9% | +152.7% | +140.0% |
| 1Y | +120.7% | -14.2% | +134.9% | +120.8% |
| 3Y | +231.9% | +93.5% | +138.4% | +141.9% |
| 5Y | +479.0% | -9.9% | +488.9% | +419.6% |
| All | +790.3% | +232.1% | +558.2% | +477.9% |
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