+487.6%
VMC vs BURL
+987.9%
-500.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.1% | -3.4% |
| 7D | +1.9% | +3.5% | -1.6% | +1.0% |
| 30D | +14.7% | -9.3% | +24.0% | +17.4% |
| 3M | -0.3% | -32.1% | +31.8% | +9.1% |
| 6M | -1.7% | -19.8% | +18.1% | +2.8% |
| YTD | +0.7% | -13.2% | +13.9% | +2.9% |
| 1Y | +0.9% | -7.8% | +8.7% | +1.1% |
| 3Y | +40.5% | +89.3% | -48.8% | +13.8% |
| 5Y | +51.5% | -15.8% | +67.3% | +44.4% |
| 10Y | +166.5% | +262.2% | -95.6% | +82.3% |
| All | +487.6% | +987.9% | -500.3% | +263.0% |
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