-47.2%
VFC vs BURL
+252.7%
-299.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.9% |
| 7D | +11.2% | +4.1% | +7.1% | +9.3% |
| 30D | +41.5% | -9.5% | +51.0% | +47.6% |
| 3M | +38.9% | -33.5% | +72.4% | +65.1% |
| 6M | +6.1% | -22.1% | +28.2% | +16.5% |
| YTD | +14.5% | -14.6% | +29.1% | +20.6% |
| 1Y | +46.0% | -8.4% | +54.3% | +47.4% |
| 3Y | +36.4% | +86.6% | -50.2% | +2.6% |
| 5Y | -67.5% | -17.2% | -50.4% | -68.2% |
| All | -47.2% | +252.7% | -299.9% | -66.7% |
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