+36.4%
VFC vs BURL
+86.7%
-50.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.0% |
| 7D | +11.2% | +4.1% | +7.1% | +8.8% |
| 30D | +41.5% | -9.5% | +51.0% | +48.8% |
| 3M | +38.9% | -33.5% | +72.4% | +71.4% |
| 6M | +6.1% | -22.1% | +28.2% | +18.7% |
| YTD | +14.5% | -14.6% | +29.1% | +21.3% |
| 1Y | +46.0% | -8.4% | +54.3% | +46.1% |
| 3Y | +36.4% | +86.6% | -50.2% | +12.9% |
| All | +36.4% | +86.7% | -50.4% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling