+960.9%
BURL vs VCLT
+53.6%
+907.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -2.8% | -0.5% | -2.3% | -2.6% |
| 30D | -28.2% | -0.9% | -27.3% | -27.9% |
| 3M | -17.6% | -3.2% | -14.3% | -16.4% |
| 6M | -11.8% | -3.8% | -8.0% | -10.2% |
| YTD | -8.1% | -2.0% | -6.1% | -7.3% |
| 1Y | -12.0% | -0.8% | -11.1% | -11.6% |
| 3Y | +63.3% | +12.3% | +51.0% | +56.1% |
| 5Y | -10.8% | -15.4% | +4.6% | -9.2% |
| 10Y | +215.9% | +15.7% | +200.2% | +210.5% |
| All | +960.9% | +53.6% | +907.3% | +1,190.5% |
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 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