+9.3%
BAH vs VCLT
-17.9%
+27.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +0.5% | +0.2% | +0.2% | +0.4% |
| 30D | +18.2% | +2.3% | +15.9% | +17.5% |
| 3M | +13.1% | -1.1% | +14.1% | +13.4% |
| 6M | +15.2% | -4.2% | +19.4% | +16.6% |
| YTD | +6.0% | -3.4% | +9.4% | +7.0% |
| 1Y | +3.1% | -3.8% | +6.9% | +4.2% |
| 3Y | -26.2% | +14.7% | -40.9% | -28.8% |
| 5Y | +9.3% | -16.7% | +26.0% | +5.9% |
| All | +9.3% | -17.9% | +27.2% | +5.9% |
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