+13.8%
VRT vs BURL
-4.6%
+18.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +7.7% | -20.6% | -13.9% |
| 7D | -15.4% | +10.4% | -25.8% | -16.8% |
| 30D | -19.0% | -4.9% | -14.0% | -17.8% |
| 3M | -23.8% | -29.8% | +5.9% | -18.5% |
| 6M | -37.9% | -16.5% | -21.4% | -36.6% |
| YTD | +27.0% | -10.5% | +37.5% | +29.6% |
| 1Y | +13.8% | -5.3% | +19.1% | +15.7% |
| All | +13.8% | -4.6% | +18.4% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling