+515.5%
VRSN vs BURL
+987.9%
-472.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.1% | -1.4% |
| 7D | +2.0% | +3.5% | -1.5% | +1.4% |
| 30D | +6.5% | -9.3% | +15.8% | +8.0% |
| 3M | +6.7% | -32.1% | +38.8% | +13.1% |
| 6M | +13.8% | -19.8% | +33.6% | +16.9% |
| YTD | +29.6% | -13.2% | +42.8% | +30.9% |
| 1Y | +29.5% | -7.8% | +37.3% | +28.9% |
| 3Y | +56.9% | +89.3% | -32.4% | +33.0% |
| 5Y | +36.6% | -15.8% | +52.4% | +30.0% |
| 10Y | +298.3% | +262.2% | +36.1% | +179.8% |
| All | +515.5% | +987.9% | -472.4% | +288.0% |
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