-11.5%
BA vs VCLT
-2.7%
-8.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | -1.7% | +1.2% | -3.0% | -3.2% |
| 30D | -9.5% | +3.4% | -12.8% | -13.7% |
| 3M | -26.5% | -0.9% | -25.6% | -25.4% |
| 6M | -27.4% | -3.1% | -24.2% | -23.8% |
| YTD | -20.6% | -2.4% | -18.3% | -16.9% |
| All | -11.5% | -2.7% | -8.8% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling