+216.9%
BURL vs VCLT
+16.0%
+200.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -2.8% | -0.5% | -2.3% | -2.5% |
| 30D | -28.2% | -0.9% | -27.3% | -27.8% |
| 3M | -17.6% | -3.2% | -14.3% | -16.2% |
| 6M | -11.8% | -3.8% | -8.0% | -10.0% |
| YTD | -8.1% | -2.0% | -6.1% | -7.1% |
| 1Y | -12.0% | -0.8% | -11.1% | -11.6% |
| 3Y | +63.3% | +12.3% | +51.0% | +54.5% |
| 5Y | -10.8% | -15.4% | +4.6% | -7.7% |
| All | +216.9% | +16.0% | +200.9% | +210.0% |
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