+43.0%
VMC vs BURL
-17.2%
+60.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | +0.5% | +4.1% | -3.6% | -0.3% |
| 30D | +15.8% | -9.5% | +25.3% | +18.2% |
| 3M | +0.6% | -33.5% | +34.1% | +9.3% |
| 6M | -4.0% | -22.1% | +18.1% | +0.4% |
| YTD | -0.3% | -14.6% | +14.3% | +2.0% |
| 1Y | -0.5% | -8.4% | +7.8% | -0.2% |
| 3Y | +39.6% | +86.6% | -47.0% | +16.8% |
| All | +43.0% | -17.2% | +60.1% | +40.8% |
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