+2,723.0%
VRT vs BURL
+76.4%
+2,646.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.7% | +3.4% |
| 7D | +9.1% | -2.8% | +11.9% | +10.2% |
| 30D | +0.9% | -28.2% | +29.1% | +13.5% |
| 3M | -13.4% | -17.6% | +4.2% | -7.9% |
| 6M | +11.7% | -11.8% | +23.5% | +15.0% |
| YTD | +73.2% | -8.1% | +81.4% | +75.8% |
| 1Y | +123.4% | -12.0% | +135.4% | +127.7% |
| 3Y | +606.2% | +63.3% | +542.9% | +464.7% |
| 5Y | +899.9% | -10.8% | +910.7% | +835.3% |
| All | +2,723.0% | +76.4% | +2,646.6% | +1,974.9% |
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