+111.1%
VSH vs BURL
+232.1%
-121.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.6% | -0.6% | -3.0% |
| 7D | +14.3% | -1.6% | +15.9% | +15.2% |
| 30D | -7.9% | -7.7% | -0.1% | -5.5% |
| 3M | -19.9% | -31.7% | +11.8% | -9.8% |
| 6M | -30.5% | -15.2% | -15.4% | -28.3% |
| YTD | +85.7% | -15.9% | +101.6% | +91.5% |
| 1Y | +98.9% | -14.2% | +113.1% | +102.2% |
| 3Y | +32.1% | +93.5% | -61.4% | +0.4% |
| 5Y | +39.7% | -9.9% | +49.6% | +30.2% |
| All | +111.1% | +232.1% | -121.0% | +43.3% |
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