+67.1%
VZ vs BURL
+258.4%
-191.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | +5.6% | +3.5% | +2.2% | +5.4% |
| 30D | +1.9% | -9.3% | +11.1% | +2.5% |
| 3M | +0.8% | -32.1% | +32.9% | +3.4% |
| 6M | +0.6% | -19.8% | +20.4% | +1.9% |
| YTD | +20.8% | -13.2% | +34.0% | +21.4% |
| 1Y | +23.9% | -7.8% | +31.8% | +23.9% |
| 3Y | +55.7% | +89.3% | -33.6% | +44.3% |
| 5Y | +21.5% | -15.8% | +37.4% | +19.1% |
| All | +67.1% | +258.4% | -191.3% | +38.6% |
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