-32.0%
BAH vs VCLT
+12.8%
-44.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -4.3% | +0.3% | -4.6% | -4.4% |
| 30D | -4.5% | -0.6% | -3.9% | -4.3% |
| 3M | -7.6% | -2.2% | -5.4% | -6.9% |
| 6M | -10.6% | -2.9% | -7.7% | -9.7% |
| YTD | -12.6% | -2.1% | -10.5% | -11.9% |
| 1Y | -27.0% | -2.6% | -24.4% | -26.4% |
| All | -32.0% | +12.8% | -44.8% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling