+20.6%
BAC vs VCLT
-16.6%
+37.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | -7.2% | +2.3% | -9.4% | -7.9% |
| 3M | -20.4% | -0.9% | -19.5% | -20.2% |
| 6M | +1.3% | -3.6% | +4.9% | +2.7% |
| YTD | -6.4% | -3.2% | -3.2% | -5.3% |
| 1Y | -3.5% | -4.2% | +0.7% | -2.0% |
| 3Y | +96.7% | +15.0% | +81.7% | +86.3% |
| 5Y | +20.6% | -16.2% | +36.8% | +1.2% |
| All | +20.6% | -16.6% | +37.2% | +1.2% |
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