+110.1%
VZ vs BURL
+1,051.1%
-941.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.5% |
| 3M | +13.6% | -17.6% | +31.2% | +15.2% |
| 6M | +1.1% | -11.8% | +12.9% | +1.8% |
| 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% | +65.0% |
| 5Y | +24.1% | -10.8% | +34.9% | +20.8% |
| 10Y | +62.4% | +215.9% | -153.5% | +35.5% |
| All | +110.1% | +1,051.1% | -941.0% | +63.1% |
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 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