+202.5%
BAH vs VCLT
+21.9%
+180.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | +18.0% | +2.8% | +15.2% | +17.1% |
| 3M | +11.4% | -0.4% | +11.8% | +11.6% |
| 6M | +17.7% | -3.1% | +20.8% | +18.7% |
| YTD | +5.4% | -2.7% | +8.0% | +6.2% |
| 1Y | +2.8% | -3.7% | +6.4% | +3.8% |
| 3Y | -26.7% | +15.6% | -42.2% | -29.6% |
| 5Y | +8.1% | -15.8% | +23.8% | +12.2% |
| 10Y | +202.5% | +23.0% | +179.5% | +197.0% |
| All | +202.5% | +21.9% | +180.6% | +197.0% |
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