-66.9%
BAX vs VCLT
-15.1%
-51.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.7% | -3.7% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | -9.7% | -0.6% | -9.2% | -9.4% |
| 3M | +29.3% | -2.2% | +31.5% | +30.9% |
| 6M | +40.7% | -2.9% | +43.5% | +43.0% |
| YTD | +30.3% | -2.1% | +32.3% | +31.9% |
| 1Y | +3.4% | -2.6% | +6.0% | +5.0% |
| 3Y | -32.0% | +12.5% | -44.5% | -34.5% |
| 5Y | -66.9% | -15.3% | -51.6% | -69.0% |
| All | -66.9% | -15.1% | -51.8% | -69.0% |
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