+1,596.6%
VLO vs BURL
+1,021.0%
+575.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.7% | -13.5% | -7.6% |
| 7D | -6.0% | +10.4% | -16.4% | -8.5% |
| 30D | -12.9% | -4.9% | -7.9% | -12.1% |
| 3M | +18.3% | -29.8% | +48.1% | +28.1% |
| 6M | +46.4% | -16.5% | +62.9% | +50.1% |
| YTD | +127.7% | -10.5% | +138.3% | +127.4% |
| 1Y | +120.6% | -5.3% | +125.9% | +115.4% |
| 3Y | +213.8% | +95.1% | +118.7% | +138.0% |
| 5Y | +458.6% | -12.1% | +470.7% | +411.7% |
| 10Y | +826.1% | +273.2% | +552.9% | +499.1% |
| All | +1,596.6% | +1,021.0% | +575.7% | +941.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling