+325.6%
BA vs VCLT
+102.1%
+223.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.5% |
| 7D | -1.4% | -0.6% | -0.8% | -1.1% |
| 30D | -7.9% | +2.8% | -10.7% | -9.3% |
| 3M | -25.2% | -0.4% | -24.8% | -25.1% |
| 6M | -26.7% | -3.1% | -23.6% | -25.4% |
| YTD | -19.6% | -2.7% | -17.0% | -18.3% |
| 1Y | -10.6% | -3.7% | -6.9% | -8.7% |
| 3Y | -11.2% | +15.6% | -26.8% | -17.7% |
| 5Y | -20.4% | -15.8% | -4.7% | -14.7% |
| 10Y | +26.8% | +23.0% | +3.7% | +34.1% |
| All | +325.6% | +102.1% | +223.5% | +509.3% |
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