-70.8%
BBAI vs VCLT
-10.4%
-60.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | -1.7% | -1.4% | -0.4% | 0.0% |
| 30D | -12.0% | -1.2% | -10.8% | -10.6% |
| 3M | -30.7% | -4.8% | -25.9% | -26.1% |
| 6M | -30.7% | -2.6% | -28.1% | -27.5% |
| YTD | -46.9% | -3.3% | -43.5% | -44.1% |
| 1Y | -41.1% | -4.8% | -36.2% | -36.9% |
| 3Y | +65.9% | +11.5% | +54.4% | +53.9% |
| 5Y | -70.9% | -17.0% | -53.9% | -76.0% |
| All | -70.8% | -10.4% | -60.4% | -76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling