-77.9%
VFC vs BURL
-11.0%
-66.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +1.1% |
| 7D | -1.6% | -2.8% | +1.2% | -0.4% |
| 30D | -11.6% | -28.2% | +16.5% | +2.7% |
| 3M | -18.1% | -17.6% | -0.5% | -10.7% |
| 6M | -27.4% | -11.8% | -15.6% | -24.0% |
| YTD | -24.8% | -8.1% | -16.7% | -23.0% |
| 1Y | -8.2% | -12.0% | +3.7% | -5.4% |
| 3Y | -29.1% | +63.3% | -92.4% | -43.8% |
| All | -77.9% | -11.0% | -66.9% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling