+228.8%
VTV vs BURL
+232.1%
-3.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.9% |
| 7D | +2.9% | -1.6% | +4.5% | +3.2% |
| 30D | +3.8% | -7.7% | +11.5% | +5.2% |
| 3M | +1.6% | -31.7% | +33.2% | +8.5% |
| 6M | +11.2% | -15.2% | +26.4% | +13.5% |
| YTD | +22.0% | -15.9% | +37.9% | +24.3% |
| 1Y | +24.9% | -14.2% | +39.1% | +26.3% |
| 3Y | +78.5% | +93.5% | -15.1% | +48.8% |
| 5Y | +77.8% | -9.9% | +87.7% | +67.8% |
| All | +228.8% | +232.1% | -3.3% | +152.1% |
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