+996.4%
VST vs BURL
+258.4%
+738.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.2% | -5.4% |
| 7D | -19.9% | +3.5% | -23.4% | -20.9% |
| 30D | -29.7% | -9.3% | -20.4% | -28.3% |
| 3M | -19.6% | -32.1% | +12.5% | -12.1% |
| 6M | -29.4% | -19.8% | -9.6% | -26.5% |
| YTD | -29.7% | -13.2% | -16.5% | -28.6% |
| 1Y | -40.0% | -7.8% | -32.2% | -40.5% |
| 3Y | +231.0% | +89.3% | +141.7% | +175.5% |
| 5Y | +500.1% | -15.8% | +515.9% | +479.7% |
| All | +996.4% | +258.4% | +738.0% | +733.9% |
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 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