-48.2%
VTRS vs BURL
+188.6%
-236.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | +0.6% |
| 7D | -3.5% | -7.0% | +3.5% | -2.1% |
| 30D | +2.1% | -35.6% | +37.7% | +11.0% |
| 3M | +2.6% | -26.3% | +28.9% | +8.4% |
| 6M | +17.8% | -20.7% | +38.4% | +22.2% |
| YTD | +35.7% | -17.2% | +52.9% | +39.3% |
| 1Y | +63.5% | -15.0% | +78.5% | +66.2% |
| 3Y | +85.1% | +53.2% | +31.9% | +63.7% |
| 5Y | +42.5% | -18.7% | +61.2% | +37.8% |
| 10Y | -48.2% | +192.1% | -240.3% | -62.1% |
| All | -48.2% | +188.6% | -236.8% | -62.1% |
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