-46.1%
VFC vs BURL
+261.4%
-307.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +0.7% |
| 7D | +7.7% | +7.7% | 0.0% | +4.2% |
| 30D | +39.2% | -7.1% | +46.3% | +43.6% |
| 3M | +40.3% | -30.3% | +70.6% | +63.2% |
| 6M | +11.4% | -15.5% | +26.9% | +17.9% |
| YTD | +17.5% | -11.0% | +28.5% | +21.5% |
| 1Y | +45.9% | -8.4% | +54.3% | +47.5% |
| 3Y | +47.3% | +96.7% | -49.4% | +8.3% |
| 5Y | -67.2% | -14.1% | -53.1% | -68.4% |
| 10Y | -46.1% | +255.1% | -301.1% | -66.6% |
| All | -46.1% | +261.4% | -307.5% | -66.6% |
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 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