+361.8%
VRT vs BURL
+86.7%
+275.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.0% |
| 7D | -21.4% | +4.1% | -25.4% | -22.7% |
| 30D | -25.8% | -9.5% | -16.3% | -23.5% |
| 3M | -33.5% | -33.5% | 0.0% | -23.5% |
| 6M | -49.0% | -22.1% | -26.9% | -45.5% |
| YTD | +12.9% | -14.6% | +27.5% | +16.4% |
| 1Y | 0.0% | -8.4% | +8.4% | -1.0% |
| 3Y | +361.8% | +86.6% | +275.2% | +361.4% |
| All | +361.8% | +86.7% | +275.1% | +361.4% |
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 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