+163.9%
VTRS vs BURL
+87.4%
+76.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.4% |
| 7D | +4.6% | -1.6% | +6.2% | +4.9% |
| 30D | +19.4% | -7.7% | +27.1% | +21.0% |
| 3M | +30.8% | -31.7% | +62.4% | +39.6% |
| 6M | +21.6% | -15.2% | +36.8% | +24.1% |
| YTD | +71.2% | -15.9% | +87.1% | +74.4% |
| 1Y | +97.6% | -14.2% | +111.8% | +99.8% |
| 3Y | +163.9% | +93.5% | +70.4% | +144.2% |
| All | +163.9% | +87.4% | +76.4% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling