-68.8%
BBWI vs VCLT
-15.5%
-53.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.2% | -6.1% | -6.1% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -7.4% | +0.1% | -7.5% | -7.6% |
| 3M | -2.2% | -2.9% | +0.7% | +0.6% |
| 6M | -16.3% | -4.0% | -12.4% | -12.8% |
| YTD | -9.1% | -2.2% | -6.9% | -6.5% |
| 1Y | -34.5% | -2.6% | -31.9% | -32.6% |
| 3Y | -47.0% | +12.3% | -59.2% | -50.8% |
| 5Y | -68.8% | -16.4% | -52.5% | -68.9% |
| All | -68.8% | -15.5% | -53.3% | -68.9% |
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