+397.7%
BAC vs VCLT
+16.9%
+380.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -1.4% | +0.1% | -1.5% | -1.4% |
| 3M | +15.7% | -2.9% | +18.6% | +16.3% |
| 6M | +32.2% | -4.0% | +36.1% | +33.1% |
| YTD | +15.8% | -2.2% | +18.0% | +16.2% |
| 1Y | +27.3% | -2.6% | +29.9% | +27.8% |
| 3Y | +137.5% | +12.3% | +125.2% | +133.1% |
| 5Y | +73.1% | -16.4% | +89.4% | +68.0% |
| 10Y | +397.7% | +18.1% | +379.7% | +516.3% |
| All | +397.7% | +16.9% | +380.8% | +516.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling