+293.1%
VRSN vs BURL
+254.9%
+38.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.8% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | +3.8% | -4.4% | +8.2% | +4.4% |
| 3M | +9.5% | -28.6% | +38.1% | +15.1% |
| 6M | +10.3% | -12.3% | +22.5% | +11.7% |
| YTD | +30.5% | -11.3% | +41.8% | +31.3% |
| 1Y | +27.9% | -10.4% | +38.3% | +28.0% |
| 3Y | +54.3% | +96.1% | -41.8% | +29.4% |
| 5Y | +37.2% | -5.0% | +42.2% | +27.8% |
| 10Y | +293.1% | +251.8% | +41.3% | +206.9% |
| All | +293.1% | +254.9% | +38.1% | +206.9% |
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 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