+883.7%
BAH vs VCLT
+87.5%
+796.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +2.0% | -0.9% | +2.9% | +2.1% |
| 3M | -7.6% | -3.2% | -4.4% | -7.2% |
| 6M | -5.7% | -3.8% | -1.9% | -5.2% |
| YTD | -11.7% | -2.0% | -9.7% | -11.5% |
| 1Y | -27.4% | -0.8% | -26.6% | -27.3% |
| 3Y | -32.5% | +12.3% | -44.8% | -33.6% |
| 5Y | -3.3% | -15.4% | +12.1% | -3.1% |
| 10Y | +186.0% | +15.7% | +170.3% | +194.5% |
| All | +883.7% | +87.5% | +796.2% | +1,044.9% |
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 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