+60.5%
VZ vs BURL
+215.5%
-155.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | +0.1% | -2.8% | +2.9% | +0.3% |
| 30D | +7.9% | -28.2% | +36.1% | +10.4% |
| 3M | +13.6% | -17.6% | +31.2% | +15.1% |
| 6M | +1.1% | -11.8% | +12.9% | +1.7% |
| YTD | +29.3% | -8.1% | +37.4% | +29.6% |
| 1Y | +21.2% | -12.0% | +33.2% | +21.7% |
| 3Y | +75.9% | +63.3% | +12.6% | +65.1% |
| 5Y | +24.1% | -10.8% | +34.9% | +21.1% |
| All | +60.5% | +215.5% | -155.0% | +38.3% |
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