+114.6%
VTR vs BURL
+987.9%
-873.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.5% |
| 7D | +6.4% | +3.5% | +2.9% | +5.5% |
| 30D | +8.8% | -9.3% | +18.1% | +11.2% |
| 3M | -3.2% | -32.1% | +28.9% | +5.5% |
| 6M | +3.8% | -19.8% | +23.6% | +8.1% |
| YTD | +17.2% | -13.2% | +30.4% | +19.0% |
| 1Y | +21.7% | -7.8% | +29.5% | +21.0% |
| 3Y | +120.8% | +89.3% | +31.4% | +70.8% |
| 5Y | +94.6% | -15.8% | +110.4% | +81.1% |
| 10Y | +113.0% | +262.2% | -149.2% | +50.3% |
| All | +114.6% | +987.9% | -873.3% | +48.6% |
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