+89.7%
VTRS vs BURL
-4.6%
+94.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.5% |
| 7D | +2.4% | +10.4% | -8.0% | +0.9% |
| 30D | +9.1% | -4.9% | +14.0% | +9.8% |
| 3M | +9.4% | -29.8% | +39.2% | +14.7% |
| 6M | +28.3% | -16.5% | +44.8% | +30.3% |
| YTD | +58.0% | -10.5% | +68.6% | +59.3% |
| 1Y | +89.7% | -5.3% | +95.0% | +89.4% |
| All | +89.7% | -4.6% | +94.3% | +89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling