+255.1%
BURL vs VCLT
+20.2%
+234.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +4.0% | +4.1% |
| 7D | +7.7% | +1.2% | +6.5% | +7.0% |
| 30D | -7.1% | +3.4% | -10.5% | -8.7% |
| 3M | -30.3% | -0.9% | -29.4% | -30.0% |
| 6M | -15.5% | -3.1% | -12.4% | -14.1% |
| YTD | -11.0% | -2.4% | -8.6% | -9.8% |
| 1Y | -8.4% | -2.7% | -5.8% | -7.1% |
| 3Y | +96.7% | +16.9% | +79.8% | +83.0% |
| 5Y | -14.1% | -17.0% | +2.9% | -10.5% |
| 10Y | +255.1% | +22.1% | +232.9% | +250.5% |
| All | +255.1% | +20.2% | +234.8% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling