+100.5%
VSH vs BURL
+252.7%
-152.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.2% |
| 7D | -12.9% | +4.1% | -17.0% | -14.2% |
| 30D | -36.9% | -9.5% | -27.4% | -35.0% |
| 3M | -28.8% | -33.5% | +4.8% | -19.2% |
| 6M | -30.3% | -22.1% | -8.2% | -26.1% |
| YTD | +62.4% | -14.6% | +76.9% | +66.3% |
| 1Y | +62.5% | -8.4% | +70.9% | +61.0% |
| 3Y | +7.4% | +86.6% | -79.2% | -17.5% |
| 5Y | +25.4% | -17.2% | +42.6% | +20.5% |
| All | +100.5% | +252.7% | -152.2% | +34.0% |
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