-10.1%
BA vs VCLT
+16.8%
-27.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | -7.9% | +3.7% | -11.6% | -10.2% |
| 3M | -25.3% | -1.0% | -24.4% | -24.9% |
| 6M | -24.6% | -3.4% | -21.2% | -22.9% |
| YTD | -20.1% | -2.6% | -17.5% | -18.6% |
| 1Y | -11.8% | -3.3% | -8.5% | -9.8% |
| 3Y | -10.1% | +17.3% | -27.5% | -8.0% |
| All | -10.1% | +16.8% | -27.0% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling