+1,216.9%
VST vs BURL
+235.1%
+981.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.8% |
| 7D | +8.9% | -2.8% | +11.7% | +9.6% |
| 30D | +6.2% | -28.2% | +34.4% | +15.3% |
| 3M | -2.7% | -17.6% | +14.9% | +1.6% |
| 6M | -8.4% | -11.8% | +3.4% | -6.4% |
| YTD | -7.2% | -8.1% | +0.9% | -6.4% |
| 1Y | -20.9% | -12.0% | -8.9% | -19.9% |
| 3Y | +384.0% | +63.3% | +320.7% | +317.6% |
| 5Y | +757.1% | -10.8% | +767.9% | +719.8% |
| All | +1,216.9% | +235.1% | +981.8% | +914.3% |
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