-46.5%
VTRS vs BURL
+1,051.1%
-1,097.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | +3.3% | -2.8% | +6.1% | +3.8% |
| 30D | -3.6% | -28.2% | +24.5% | +2.3% |
| 3M | +7.0% | -17.6% | +24.6% | +10.5% |
| 6M | +17.5% | -11.8% | +29.2% | +19.3% |
| YTD | +38.8% | -8.1% | +46.9% | +39.8% |
| 1Y | +69.2% | -12.0% | +81.2% | +70.8% |
| 3Y | +77.5% | +63.3% | +14.2% | +56.1% |
| 5Y | +39.9% | -10.8% | +50.7% | +32.9% |
| 10Y | -47.1% | +215.9% | -263.0% | -61.1% |
| All | -46.5% | +1,051.1% | -1,097.6% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling