-30.5%
VTRS vs BURL
+254.9%
-285.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +9.6% | -0.8% | +10.4% | +9.7% |
| 30D | +20.1% | -4.4% | +24.5% | +21.0% |
| 3M | +30.3% | -28.6% | +58.9% | +38.5% |
| 6M | +26.3% | -12.3% | +38.6% | +28.4% |
| YTD | +73.1% | -11.3% | +84.4% | +75.1% |
| 1Y | +94.7% | -10.4% | +105.1% | +95.8% |
| 3Y | +159.7% | +96.1% | +63.6% | +119.0% |
| 5Y | +79.7% | -5.0% | +84.7% | +68.2% |
| 10Y | -30.5% | +251.8% | -282.3% | -45.4% |
| All | -30.5% | +254.9% | -285.4% | -45.4% |
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 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