-85.2%
BB vs VCLT
+98.6%
-183.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +1.8% | -2.3% | +4.1% | +2.6% |
| 30D | +8.1% | +0.8% | +7.4% | +7.9% |
| 3M | -1.0% | -2.7% | +1.7% | -0.1% |
| 6M | +45.9% | -4.3% | +50.2% | +48.0% |
| YTD | +134.8% | -4.3% | +139.1% | +138.2% |
| 1Y | +104.6% | -4.4% | +109.0% | +107.6% |
| 3Y | +152.8% | +13.8% | +139.1% | +146.5% |
| 5Y | -17.4% | -17.0% | -0.5% | -19.4% |
| 10Y | +22.4% | +20.9% | +1.5% | +32.8% |
| All | -85.2% | +98.6% | -183.8% | -77.4% |
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