+87.6%
BB vs VCLT
-3.2%
+90.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +5.9% | +5.8% |
| 7D | -6.8% | +0.4% | -7.2% | -7.2% |
| 30D | -3.5% | +3.9% | -7.5% | -7.6% |
| 3M | -1.2% | -1.9% | +0.7% | +1.6% |
| 6M | +57.0% | -2.6% | +59.6% | +63.5% |
| YTD | +131.1% | -3.1% | +134.2% | +136.9% |
| 1Y | +87.6% | -3.6% | +91.1% | +92.7% |
| All | +87.6% | -3.2% | +90.8% | +92.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling