+1,621.6%
VLO vs BURL
+1,051.1%
+570.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.7% |
| 7D | +5.2% | -2.8% | +8.0% | +5.9% |
| 30D | +22.6% | -28.2% | +50.8% | +32.8% |
| 3M | +43.8% | -17.6% | +61.4% | +49.8% |
| 6M | +65.7% | -11.8% | +77.5% | +67.5% |
| YTD | +131.1% | -8.1% | +139.2% | +130.7% |
| 1Y | +143.6% | -12.0% | +155.6% | +143.8% |
| 3Y | +201.4% | +63.3% | +138.1% | +142.1% |
| 5Y | +568.9% | -10.8% | +579.7% | +514.0% |
| 10Y | +891.8% | +215.9% | +675.9% | +560.2% |
| All | +1,621.6% | +1,051.1% | +570.5% | +956.6% |
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