+1.3%
BBY vs VCLT
-17.2%
+18.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | +0.6% | -1.4% | +1.9% | +1.7% |
| 30D | +9.4% | -1.2% | +10.6% | +10.5% |
| 3M | +19.3% | -4.8% | +24.1% | +24.2% |
| 6M | +47.9% | -2.6% | +50.5% | +51.2% |
| YTD | +39.6% | -3.3% | +42.9% | +43.6% |
| 1Y | +22.2% | -4.8% | +27.0% | +27.3% |
| 3Y | +45.0% | +11.5% | +33.5% | +34.3% |
| All | +1.3% | -17.2% | +18.5% | +10.3% |
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