-87.2%
BB vs VCLT
+103.4%
-190.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | -11.8% | -0.9% | -10.9% | -11.6% |
| 3M | -25.5% | -3.2% | -22.3% | -24.8% |
| 6M | +121.3% | -3.8% | +125.1% | +124.0% |
| YTD | +103.2% | -2.0% | +105.2% | +104.5% |
| 1Y | +102.6% | -0.8% | +103.4% | +103.2% |
| 3Y | +37.5% | +12.3% | +25.2% | +33.9% |
| 5Y | -30.4% | -15.4% | -15.0% | -32.6% |
| 10Y | 0.0% | +15.7% | -15.7% | +3.5% |
| All | -87.2% | +103.4% | -190.6% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling