+1,678.9%
VRT vs BURL
+66.7%
+1,612.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.9% | -11.1% | -13.0% |
| 7D | -28.1% | +3.5% | -31.6% | -29.3% |
| 30D | -30.2% | -9.3% | -20.9% | -28.1% |
| 3M | -36.4% | -32.1% | -4.3% | -27.5% |
| 6M | -48.2% | -19.8% | -28.3% | -45.1% |
| YTD | +9.2% | -13.2% | +22.3% | +12.2% |
| 1Y | -7.2% | -7.8% | +0.6% | -7.7% |
| 3Y | +338.7% | +89.3% | +249.4% | +230.9% |
| 5Y | +542.8% | -15.8% | +558.7% | +510.1% |
| All | +1,678.9% | +66.7% | +1,612.2% | +1,224.6% |
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