-35.9%
VTRS vs BURL
+246.8%
-282.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.3% |
| 7D | +4.6% | +4.1% | +0.5% | +3.7% |
| 30D | +13.8% | -9.5% | +23.3% | +15.9% |
| 3M | +23.1% | -33.5% | +56.7% | +32.6% |
| 6M | +26.7% | -22.1% | +48.8% | +31.7% |
| YTD | +63.7% | -14.6% | +78.3% | +66.7% |
| 1Y | +103.9% | -8.4% | +112.3% | +104.1% |
| 3Y | +145.2% | +86.6% | +58.7% | +108.8% |
| 5Y | +79.0% | -17.2% | +96.1% | +72.2% |
| All | -35.9% | +246.8% | -282.7% | -49.6% |
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 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