+346.3%
VRT vs BURL
+89.8%
+256.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.9% | -11.1% | -13.0% |
| 7D | -28.1% | +3.5% | -31.6% | -29.2% |
| 30D | -30.2% | -9.3% | -20.9% | -28.0% |
| 3M | -36.4% | -32.1% | -4.3% | -27.4% |
| 6M | -48.2% | -19.8% | -28.3% | -45.1% |
| YTD | +9.2% | -13.2% | +22.3% | +11.9% |
| 1Y | -7.2% | -7.8% | +0.6% | -8.2% |
| All | +346.3% | +89.8% | +256.6% | +343.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling