-12.9%
VRSK vs BURL
+95.8%
-108.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -1.9% |
| 7D | -0.4% | +7.7% | -8.1% | -0.5% |
| 30D | +12.9% | -7.1% | +20.1% | +12.9% |
| 3M | +4.9% | -30.3% | +35.2% | +5.0% |
| 6M | +17.3% | -15.5% | +32.9% | +17.6% |
| YTD | -9.6% | -11.0% | +1.4% | -9.5% |
| 1Y | -5.6% | -8.4% | +2.8% | -5.6% |
| 3Y | -12.9% | +96.7% | -109.6% | -14.4% |
| All | -12.9% | +95.8% | -108.7% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling