-15.9%
BURL vs VCLT
-17.3%
+1.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +4.1% | +0.3% | +3.8% | +3.9% |
| 30D | -9.5% | +3.7% | -13.1% | -11.7% |
| 3M | -33.5% | -1.5% | -32.0% | -32.8% |
| 6M | -22.1% | -3.8% | -18.2% | -19.9% |
| YTD | -14.6% | -3.1% | -11.5% | -12.6% |
| 1Y | -8.4% | -3.8% | -4.6% | -5.9% |
| 3Y | +86.6% | +16.7% | +69.8% | +68.9% |
| All | -15.9% | -17.3% | +1.4% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling