+440.5%
VMC vs BURL
+1,051.1%
-610.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.3% |
| 7D | -4.3% | -2.8% | -1.5% | -3.7% |
| 30D | -8.2% | -28.2% | +19.9% | -0.9% |
| 3M | -7.0% | -17.6% | +10.5% | -3.0% |
| 6M | -10.8% | -11.8% | +1.0% | -8.8% |
| YTD | -7.4% | -8.1% | +0.8% | -6.5% |
| 1Y | -9.5% | -12.0% | +2.5% | -8.3% |
| 3Y | +20.5% | +63.3% | -42.8% | +1.3% |
| 5Y | +51.6% | -10.8% | +62.4% | +42.5% |
| 10Y | +150.0% | +215.9% | -65.9% | +74.1% |
| All | +440.5% | +1,051.1% | -610.6% | +230.0% |
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