+203.6%
VRSK vs BURL
+1,051.1%
-847.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.9% |
| 7D | -3.1% | -2.8% | -0.3% | -2.8% |
| 30D | -1.6% | -28.2% | +26.6% | +2.7% |
| 3M | +3.5% | -17.6% | +21.1% | +6.0% |
| 6M | -13.4% | -11.8% | -1.6% | -12.5% |
| YTD | -16.5% | -8.1% | -8.4% | -16.3% |
| 1Y | -30.6% | -12.0% | -18.6% | -30.3% |
| 3Y | -21.9% | +63.3% | -85.2% | -30.8% |
| 5Y | -6.3% | -10.8% | +4.5% | -10.9% |
| 10Y | +133.1% | +215.9% | -82.8% | +77.0% |
| All | +203.6% | +1,051.1% | -847.5% | +113.1% |
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