-32.0%
BAX vs VCLT
+12.2%
-44.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.7% | -3.7% |
| 7D | -2.4% | +0.3% | -2.7% | -2.7% |
| 30D | -9.7% | -0.6% | -9.2% | -9.3% |
| 3M | +29.3% | -2.2% | +31.5% | +31.8% |
| 6M | +40.7% | -2.9% | +43.5% | +44.3% |
| YTD | +30.3% | -2.1% | +32.3% | +32.7% |
| 1Y | +3.4% | -2.6% | +6.0% | +6.0% |
| 3Y | -32.0% | +12.5% | -44.5% | -34.8% |
| All | -32.0% | +12.2% | -44.3% | -34.8% |
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