-15.4%
BB vs VCLT
-17.0%
+1.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -1.7% |
| 7D | +9.0% | -1.9% | +10.9% | +11.1% |
| 30D | +7.7% | +1.4% | +6.2% | +6.2% |
| 3M | +4.0% | -1.8% | +5.8% | +5.8% |
| 6M | +46.6% | -3.9% | +50.5% | +52.8% |
| YTD | +140.6% | -3.9% | +144.5% | +150.3% |
| 1Y | +103.1% | -4.7% | +107.8% | +113.1% |
| 3Y | +150.5% | +14.1% | +136.5% | +120.6% |
| 5Y | -15.4% | -16.6% | +1.2% | -13.0% |
| All | -15.4% | -17.0% | +1.6% | -13.0% |
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