+112.0%
VSH vs BURL
-9.5%
+121.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +4.0% |
| 7D | +4.1% | -2.8% | +6.8% | +4.5% |
| 30D | -4.2% | -28.2% | +24.0% | +1.1% |
| 3M | -50.0% | -17.6% | -32.4% | -49.5% |
| 6M | +80.2% | -11.8% | +92.0% | +76.9% |
| YTD | +121.1% | -8.1% | +129.2% | +114.4% |
| 1Y | +112.0% | -12.0% | +123.9% | +97.6% |
| All | +112.0% | -9.5% | +121.5% | +97.6% |
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 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