+5.6%
BAH vs VCLT
-4.8%
+10.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +1.2% |
| 7D | -2.6% | -1.9% | -0.7% | -1.0% |
| 30D | +20.4% | +1.4% | +18.9% | +19.1% |
| 3M | +11.9% | -1.8% | +13.6% | +12.7% |
| 6M | +17.1% | -3.9% | +21.0% | +19.5% |
| YTD | +5.5% | -3.9% | +9.4% | +8.7% |
| 1Y | +5.6% | -4.7% | +10.3% | +10.0% |
| All | +5.6% | -4.8% | +10.4% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling