-58.8%
VFC vs BURL
+1,051.1%
-1,109.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +1.3% |
| 7D | -1.6% | -2.8% | +1.2% | -0.5% |
| 30D | -11.6% | -28.2% | +16.5% | +0.6% |
| 3M | -18.1% | -17.6% | -0.5% | -11.7% |
| 6M | -27.4% | -11.8% | -15.6% | -24.4% |
| YTD | -24.8% | -8.1% | -16.7% | -23.2% |
| 1Y | -8.2% | -12.0% | +3.7% | -5.6% |
| 3Y | -29.1% | +63.3% | -92.4% | -42.2% |
| 5Y | -79.2% | -10.8% | -68.4% | -80.2% |
| 10Y | -68.1% | +215.9% | -284.0% | -79.4% |
| All | -58.8% | +1,051.1% | -1,109.9% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling