+23.4%
BA vs VCLT
+22.0%
+1.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.5% |
| 7D | -0.6% | -1.9% | +1.4% | +1.2% |
| 30D | -8.0% | +1.4% | -9.5% | -9.3% |
| 3M | -25.8% | -1.8% | -24.0% | -24.7% |
| 6M | -27.6% | -3.9% | -23.7% | -24.9% |
| YTD | -21.0% | -3.9% | -17.1% | -17.9% |
| 1Y | -12.3% | -4.7% | -7.5% | -8.2% |
| 3Y | -12.8% | +14.1% | -26.8% | -23.7% |
| 5Y | -22.4% | -16.6% | -5.7% | -6.4% |
| All | +23.4% | +22.0% | +1.3% | +28.2% |
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 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