+560.5%
VLO vs BURL
-11.0%
+571.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | +5.2% | -2.8% | +8.0% | +5.5% |
| 30D | +22.6% | -28.2% | +50.8% | +27.1% |
| 3M | +43.8% | -17.6% | +61.4% | +46.5% |
| 6M | +65.7% | -11.8% | +77.5% | +66.3% |
| YTD | +131.1% | -8.1% | +139.2% | +130.4% |
| 1Y | +143.6% | -12.0% | +155.6% | +143.4% |
| 3Y | +201.4% | +63.3% | +138.1% | +172.3% |
| All | +560.5% | -11.0% | +571.5% | +557.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling