+72.9%
BAC vs VCLT
-15.1%
+88.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +1.2% | +0.3% | +0.9% | +1.0% |
| 30D | -0.7% | -0.6% | -0.2% | -0.5% |
| 3M | +16.9% | -2.2% | +19.2% | +17.9% |
| 6M | +29.6% | -2.9% | +32.5% | +30.9% |
| YTD | +15.3% | -2.1% | +17.3% | +16.0% |
| 1Y | +28.8% | -2.6% | +31.4% | +29.9% |
| 3Y | +136.4% | +12.5% | +123.9% | +125.9% |
| 5Y | +72.9% | -15.3% | +88.2% | +48.9% |
| All | +72.9% | -15.1% | +88.0% | +48.9% |
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 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