+404.4%
BAC vs VCLT
+103.4%
+301.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | 0.0% |
| 7D | +1.1% | -0.5% | +1.6% | +1.0% |
| 30D | -0.4% | -0.9% | +0.5% | -0.5% |
| 3M | +16.9% | -3.2% | +20.1% | +16.4% |
| 6M | +26.6% | -3.8% | +30.4% | +25.9% |
| YTD | +15.8% | -2.0% | +17.8% | +15.5% |
| 1Y | +27.2% | -0.8% | +28.0% | +27.1% |
| 3Y | +132.4% | +12.3% | +120.1% | +137.0% |
| 5Y | +72.6% | -15.4% | +88.0% | +57.2% |
| 10Y | +389.7% | +15.7% | +374.0% | +452.4% |
| All | +404.4% | +103.4% | +301.0% | +840.7% |
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