+227.8%
VTV vs BURL
+247.8%
-20.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | 0.0% | +5.9% | -5.8% | -1.0% |
| 30D | +3.2% | -8.3% | +11.5% | +4.7% |
| 3M | +1.7% | -31.6% | +33.3% | +8.6% |
| 6M | +11.0% | -16.6% | +27.6% | +13.8% |
| YTD | +21.0% | -12.1% | +33.1% | +22.4% |
| 1Y | +24.3% | -10.0% | +34.2% | +24.6% |
| 3Y | +76.9% | +94.3% | -17.3% | +47.5% |
| 5Y | +76.9% | -13.2% | +90.2% | +69.0% |
| 10Y | +227.8% | +252.5% | -24.7% | +149.2% |
| All | +227.8% | +247.8% | -20.0% | +149.2% |
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 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