+72.6%
BB vs VCLT
+12.2%
+60.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.3% |
| 7D | +0.5% | +0.3% | +0.2% | +0.2% |
| 30D | -12.4% | -0.6% | -11.8% | -11.8% |
| 3M | -15.3% | -2.2% | -13.0% | -13.3% |
| 6M | +128.8% | -2.9% | +131.7% | +135.8% |
| YTD | +107.7% | -2.1% | +109.7% | +112.1% |
| 1Y | +103.9% | -2.6% | +106.5% | +109.1% |
| 3Y | +72.6% | +12.5% | +60.1% | +48.0% |
| All | +72.6% | +12.2% | +60.3% | +48.0% |
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 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