+229.1%
VTV vs BURL
+217.6%
+11.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.9% | -0.7% |
| 7D | +0.5% | -2.8% | +3.3% | +1.0% |
| 30D | +1.1% | -28.2% | +29.3% | +7.3% |
| 3M | +5.9% | -17.6% | +23.5% | +9.4% |
| 6M | +11.6% | -11.8% | +23.4% | +13.3% |
| YTD | +19.8% | -8.1% | +28.0% | +20.5% |
| 1Y | +26.2% | -12.0% | +38.2% | +27.3% |
| 3Y | +68.5% | +63.3% | +5.2% | +45.8% |
| 5Y | +79.9% | -10.8% | +90.7% | +71.3% |
| All | +229.1% | +217.6% | +11.5% | +151.8% |
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 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