+35.0%
VRSN vs BURL
-17.2%
+52.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | +0.5% | +4.1% | -3.6% | 0.0% |
| 30D | +4.9% | -9.5% | +14.4% | +6.1% |
| 3M | +5.8% | -33.5% | +39.3% | +11.1% |
| 6M | +12.6% | -22.1% | +34.7% | +15.5% |
| YTD | +28.2% | -14.6% | +42.8% | +29.5% |
| 1Y | +30.4% | -8.4% | +38.8% | +29.9% |
| 3Y | +54.6% | +86.6% | -32.0% | +32.8% |
| All | +35.0% | -17.2% | +52.2% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling