+66.6%
VT vs BURL
-11.0%
+77.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | +0.4% | -2.8% | +3.2% | +0.9% |
| 30D | +1.0% | -28.2% | +29.1% | +6.6% |
| 3M | +2.4% | -17.6% | +20.0% | +5.4% |
| 6M | +12.0% | -11.8% | +23.8% | +13.6% |
| YTD | +15.3% | -8.1% | +23.5% | +16.0% |
| 1Y | +22.6% | -12.0% | +34.5% | +23.6% |
| 3Y | +74.7% | +63.3% | +11.4% | +54.8% |
| All | +66.6% | -11.0% | +77.6% | +58.2% |
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