+249.3%
VST vs BURL
+95.5%
+153.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.7% | -21.5% | -16.1% |
| 7D | -15.7% | +10.4% | -26.1% | -18.6% |
| 30D | -17.0% | -4.9% | -12.0% | -16.0% |
| 3M | -15.9% | -29.8% | +13.9% | -6.4% |
| 6M | -25.0% | -16.5% | -8.5% | -22.2% |
| YTD | -25.1% | -10.5% | -14.6% | -24.8% |
| 1Y | -34.9% | -5.3% | -29.5% | -36.7% |
| All | +249.3% | +95.5% | +153.8% | +214.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling