-80.6%
BBAI vs VCLT
-11.3%
-69.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.4% | -7.3% | -7.2% |
| 7D | -14.0% | -2.3% | -11.7% | -11.1% |
| 30D | -12.4% | +0.8% | -13.1% | -12.9% |
| 3M | -42.8% | -2.7% | -40.1% | -40.5% |
| 6M | -54.6% | -4.3% | -50.3% | -51.6% |
| YTD | -64.6% | -4.3% | -60.3% | -62.2% |
| 1Y | -69.9% | -4.4% | -65.5% | -67.7% |
| 3Y | +7.3% | +13.8% | -6.5% | -1.4% |
| 5Y | -80.8% | -17.0% | -63.9% | -84.0% |
| All | -80.6% | -11.3% | -69.3% | -83.7% |
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