-0.9%
BA vs VCLT
-15.0%
+14.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | -0.5% | +1.7% | +1.5% |
| 30D | -11.6% | -0.9% | -10.8% | -11.2% |
| 3M | -2.4% | -3.2% | +0.9% | -0.3% |
| 6M | -6.6% | -3.8% | -2.8% | -4.3% |
| YTD | -2.2% | -2.0% | -0.2% | -0.8% |
| 1Y | -8.0% | -0.8% | -7.2% | -7.2% |
| 3Y | -5.0% | +12.3% | -17.3% | -11.2% |
| All | -0.9% | -15.0% | +14.0% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling