+51.2%
VCIT vs BURL
+1,021.0%
-969.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +0.5% |
| 7D | +0.4% | +10.4% | -10.0% | +0.3% |
| 30D | +2.2% | -4.9% | +7.1% | +2.3% |
| 3M | -1.8% | -29.8% | +27.9% | -1.3% |
| 6M | -1.6% | -16.5% | +14.8% | -1.4% |
| YTD | -1.7% | -10.5% | +8.8% | -1.6% |
| 1Y | -0.8% | -5.3% | +4.5% | -0.9% |
| 3Y | +19.3% | +95.1% | -75.8% | +17.6% |
| 5Y | +3.5% | -12.1% | +15.6% | +2.5% |
| 10Y | +28.6% | +273.2% | -244.6% | +27.3% |
| All | +51.2% | +1,021.0% | -969.8% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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