+240.7%
BURL vs VCLT
+18.4%
+222.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | -9.5% | +3.7% | -13.1% | -11.1% |
| 3M | -33.5% | -1.0% | -32.5% | -33.2% |
| 6M | -22.1% | -3.4% | -18.7% | -20.7% |
| YTD | -14.6% | -2.6% | -12.0% | -13.3% |
| 1Y | -8.4% | -3.3% | -5.1% | -6.7% |
| 3Y | +86.6% | +17.3% | +69.2% | +73.4% |
| 5Y | -17.2% | -17.0% | -0.2% | -13.7% |
| All | +240.7% | +18.4% | +222.3% | +237.4% |
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