+417.5%
BA vs VCLT
+103.4%
+314.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | -11.6% | -0.9% | -10.8% | -11.2% |
| 3M | -2.4% | -3.2% | +0.9% | -0.6% |
| 6M | -6.6% | -3.8% | -2.8% | -4.5% |
| YTD | -2.2% | -2.0% | -0.2% | -0.9% |
| 1Y | -8.0% | -0.8% | -7.2% | -7.4% |
| 3Y | -5.0% | +12.3% | -17.3% | -10.6% |
| 5Y | -2.7% | -15.4% | +12.7% | +4.2% |
| 10Y | +75.9% | +15.7% | +60.1% | +80.2% |
| All | +417.5% | +103.4% | +314.1% | +638.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling