+173.1%
VSH vs BURL
+215.5%
-42.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.6% |
| 7D | +4.1% | -2.8% | +6.8% | +5.0% |
| 30D | -4.2% | -28.2% | +24.0% | +6.5% |
| 3M | -50.0% | -17.6% | -32.4% | -47.4% |
| 6M | +80.2% | -11.8% | +92.0% | +83.9% |
| YTD | +121.1% | -8.1% | +129.2% | +122.3% |
| 1Y | +112.0% | -12.0% | +123.9% | +114.4% |
| 3Y | +22.5% | +63.3% | -40.8% | -1.4% |
| 5Y | +64.0% | -10.8% | +74.9% | +54.3% |
| All | +173.1% | +215.5% | -42.4% | +86.6% |
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 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