+55.6%
VFC vs BURL
-4.6%
+60.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.7% | -3.3% | +1.8% |
| 7D | +21.5% | +10.4% | +11.1% | +17.5% |
| 30D | +46.7% | -4.9% | +51.6% | +48.6% |
| 3M | +38.4% | -29.8% | +68.1% | +53.7% |
| 6M | +15.2% | -16.5% | +31.7% | +21.7% |
| YTD | +17.8% | -10.5% | +28.4% | +24.8% |
| 1Y | +55.6% | -5.3% | +60.9% | +64.2% |
| All | +55.6% | -4.6% | +60.1% | +64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling