-26.7%
BB vs VCLT
-17.2%
-9.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.4% | -1.4% | +1.0% | +0.9% |
| 30D | -12.5% | -1.2% | -11.4% | -11.6% |
| 3M | -17.4% | -4.8% | -12.7% | -13.6% |
| 6M | +119.1% | -2.6% | +121.7% | +124.9% |
| YTD | +102.4% | -3.3% | +105.7% | +109.0% |
| 1Y | +98.2% | -4.8% | +103.0% | +107.3% |
| 3Y | +46.9% | +11.5% | +35.4% | +33.2% |
| All | -26.7% | -17.2% | -9.5% | -32.9% |
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