+267.1%
VT vs BURL
+940.8%
-673.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | -1.6% | +2.0% | -3.6% | -2.0% |
| 30D | -2.5% | -12.9% | +10.4% | -0.1% |
| 3M | -1.3% | -34.9% | +33.5% | +6.5% |
| 6M | +3.1% | -24.6% | +27.7% | +7.7% |
| YTD | +10.9% | -16.9% | +27.9% | +13.5% |
| 1Y | +12.1% | -13.1% | +25.2% | +13.2% |
| 3Y | +73.9% | +81.1% | -7.2% | +48.5% |
| 5Y | +58.0% | -17.5% | +75.5% | +51.6% |
| 10Y | +225.5% | +244.9% | -19.5% | +141.0% |
| All | +267.1% | +940.8% | -673.7% | +151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling