-8.2%
VFC vs BURL
-9.5%
+1.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +1.5% |
| 7D | -1.6% | -2.8% | +1.2% | -0.8% |
| 30D | -11.6% | -28.2% | +16.5% | -1.9% |
| 3M | -18.1% | -17.6% | -0.5% | -12.7% |
| 6M | -27.4% | -11.8% | -15.6% | -23.6% |
| YTD | -24.8% | -8.1% | -16.7% | -21.5% |
| 1Y | -8.2% | -12.0% | +3.7% | +0.8% |
| All | -8.2% | -9.5% | +1.3% | +0.8% |
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