+902.7%
BURL vs VCLT
+51.9%
+850.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | -9.3% | +3.6% | -12.9% | -10.7% |
| 3M | -32.1% | -1.9% | -30.2% | -31.5% |
| 6M | -19.8% | -3.2% | -16.6% | -18.6% |
| YTD | -13.2% | -3.1% | -10.1% | -11.9% |
| 1Y | -7.8% | -3.1% | -4.8% | -6.5% |
| 3Y | +89.3% | +15.9% | +73.4% | +79.2% |
| 5Y | -15.8% | -17.4% | +1.6% | -13.6% |
| 10Y | +262.2% | +17.6% | +244.6% | +259.5% |
| All | +902.7% | +51.9% | +850.7% | +1,125.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling