+18.6%
VSH vs BURL
-15.9%
+34.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.9% | -11.8% | -14.0% |
| 7D | -25.2% | +3.5% | -28.6% | -25.9% |
| 30D | -41.8% | -9.3% | -32.5% | -40.4% |
| 3M | -33.4% | -32.1% | -1.3% | -26.6% |
| 6M | -31.0% | -19.8% | -11.2% | -28.3% |
| YTD | +53.6% | -13.2% | +66.8% | +55.8% |
| 1Y | +46.3% | -7.8% | +54.1% | +44.7% |
| 3Y | -1.0% | +89.3% | -90.3% | -17.1% |
| 5Y | +18.6% | -15.8% | +34.5% | +12.9% |
| All | +18.6% | -15.9% | +34.5% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling