+78.1%
VTV vs BURL
+94.4%
-16.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +3.8% | -4.3% | +8.1% | +4.2% |
| 3M | +1.7% | -28.8% | +30.5% | +5.5% |
| 6M | +10.9% | -12.8% | +23.7% | +12.0% |
| YTD | +21.7% | -12.8% | +34.5% | +22.7% |
| 1Y | +23.4% | -12.3% | +35.6% | +24.0% |
| All | +78.1% | +94.4% | -16.3% | +69.2% |
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