+123.4%
VRT vs BURL
-9.5%
+132.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.7% | +3.8% |
| 7D | +9.1% | -2.8% | +11.9% | +9.8% |
| 30D | +0.9% | -28.2% | +29.1% | +8.4% |
| 3M | -13.4% | -17.6% | +4.2% | -10.7% |
| 6M | +11.7% | -11.8% | +23.5% | +13.3% |
| YTD | +73.2% | -8.1% | +81.4% | +74.9% |
| 1Y | +123.4% | -12.0% | +135.4% | +110.4% |
| All | +123.4% | -9.5% | +132.9% | +110.4% |
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