+122.9%
VRSK vs BURL
+206.3%
-83.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.7% | -1.8% | -5.0% |
| 7D | -9.7% | -2.6% | -7.1% | -9.4% |
| 30D | -8.5% | -30.8% | +22.3% | -3.9% |
| 3M | -1.7% | -18.7% | +17.0% | +1.0% |
| 6M | -17.9% | -16.4% | -1.5% | -16.3% |
| YTD | -21.1% | -11.6% | -9.6% | -20.5% |
| 1Y | -35.1% | -12.0% | -23.1% | -34.9% |
| 3Y | -26.7% | +63.6% | -90.3% | -35.7% |
| 5Y | -12.0% | -12.6% | +0.6% | -16.1% |
| 10Y | +122.9% | +206.5% | -83.6% | +70.3% |
| All | +122.9% | +206.3% | -83.5% | +70.3% |
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