+133.5%
VTR vs BURL
+254.9%
-121.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | +8.2% | -4.4% | +12.7% | +9.4% |
| 3M | +4.6% | -28.6% | +33.2% | +13.6% |
| 6M | +4.3% | -12.3% | +16.6% | +6.5% |
| YTD | +19.0% | -11.3% | +30.3% | +20.2% |
| 1Y | +21.6% | -10.4% | +32.1% | +21.8% |
| 3Y | +132.2% | +96.1% | +36.1% | +69.6% |
| 5Y | +94.4% | -5.0% | +99.4% | +72.3% |
| 10Y | +133.5% | +251.8% | -118.4% | +57.8% |
| All | +133.5% | +254.9% | -121.5% | +57.8% |
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 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