-4.8%
VRSK vs BURL
-9.4%
+4.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -1.7% |
| 7D | -0.4% | +7.7% | -8.1% | -0.1% |
| 30D | +12.9% | -7.1% | +20.1% | +12.4% |
| 3M | +4.9% | -30.3% | +35.2% | +3.2% |
| 6M | +17.3% | -15.5% | +32.9% | +17.6% |
| YTD | -9.6% | -11.0% | +1.4% | -8.8% |
| All | -4.8% | -9.4% | +4.6% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling