-37.3%
VFC vs BURL
+987.9%
-1,025.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.7% |
| 7D | +10.9% | +3.5% | +7.4% | +9.3% |
| 30D | +40.6% | -9.3% | +49.9% | +46.0% |
| 3M | +34.4% | -32.1% | +66.5% | +56.1% |
| 6M | +12.3% | -19.8% | +32.1% | +21.0% |
| YTD | +14.4% | -13.2% | +27.6% | +19.2% |
| 1Y | +40.6% | -7.8% | +48.4% | +41.9% |
| 3Y | +40.1% | +89.3% | -49.2% | +8.1% |
| 5Y | -67.6% | -15.8% | -51.8% | -68.4% |
| 10Y | -45.9% | +262.2% | -308.1% | -65.8% |
| All | -37.3% | +987.9% | -1,025.3% | -65.2% |
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