+1,076.6%
VST vs BURL
+269.3%
+807.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.7% | -21.5% | -15.7% |
| 7D | -15.7% | +10.4% | -26.1% | -18.1% |
| 30D | -17.0% | -4.9% | -12.0% | -16.4% |
| 3M | -15.9% | -29.8% | +13.9% | -8.8% |
| 6M | -25.0% | -16.5% | -8.5% | -22.8% |
| YTD | -25.1% | -10.5% | -14.6% | -24.5% |
| 1Y | -34.9% | -5.3% | -29.5% | -35.8% |
| 3Y | +252.7% | +95.1% | +157.6% | +191.3% |
| 5Y | +582.3% | -12.1% | +594.4% | +551.8% |
| 10Y | +1,076.6% | +273.2% | +803.4% | +779.7% |
| All | +1,076.6% | +269.3% | +807.3% | +779.7% |
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