-67.6%
VFC vs BURL
-15.9%
-51.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.5% |
| 7D | +10.9% | +3.5% | +7.4% | +9.1% |
| 30D | +40.6% | -9.3% | +49.9% | +46.9% |
| 3M | +34.4% | -32.1% | +66.5% | +59.9% |
| 6M | +12.3% | -19.8% | +32.1% | +22.3% |
| YTD | +14.4% | -13.2% | +27.6% | +19.8% |
| 1Y | +40.6% | -7.8% | +48.4% | +41.5% |
| 3Y | +40.1% | +89.3% | -49.2% | +5.1% |
| 5Y | -67.6% | -15.8% | -51.8% | -71.3% |
| All | -67.6% | -15.9% | -51.7% | -71.3% |
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