+96.5%
VZ vs BURL
+1,021.0%
-924.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.6% | +1.5% |
| 7D | +6.9% | +10.4% | -3.5% | +6.1% |
| 30D | +2.3% | -4.9% | +7.2% | +2.6% |
| 3M | 0.0% | -29.8% | +29.8% | +2.5% |
| 6M | +0.2% | -16.5% | +16.7% | +1.3% |
| YTD | +20.9% | -10.5% | +31.4% | +21.3% |
| 1Y | +25.2% | -5.3% | +30.5% | +24.9% |
| 3Y | +55.9% | +95.1% | -39.2% | +43.9% |
| 5Y | +22.6% | -12.1% | +34.7% | +19.4% |
| 10Y | +68.6% | +273.2% | -204.5% | +38.4% |
| All | +96.5% | +1,021.0% | -924.5% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling