-33.3%
BAX vs VCLT
+22.0%
-55.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | +0.4% | -1.9% | +2.3% | +0.9% |
| 30D | +3.4% | +1.4% | +2.0% | +3.0% |
| 3M | -4.5% | -1.8% | -2.7% | -3.9% |
| 6M | +44.0% | -3.9% | +47.9% | +45.8% |
| YTD | +34.9% | -3.9% | +38.8% | +36.6% |
| 1Y | +37.9% | -4.7% | +42.6% | +40.0% |
| 3Y | -17.1% | +14.1% | -31.1% | -18.6% |
| 5Y | -64.3% | -16.6% | -47.7% | -64.3% |
| All | -33.3% | +22.0% | -55.4% | -34.1% |
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