-2.6%
BDX vs VCLT
-17.3%
+14.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -5.4% | -1.3% | -4.1% | -4.9% |
| 30D | -2.2% | -1.1% | -1.1% | -1.7% |
| 3M | +20.1% | -3.7% | +23.8% | +21.9% |
| 6M | +9.1% | -4.0% | +13.1% | +10.9% |
| YTD | +17.9% | -3.4% | +21.3% | +19.5% |
| 1Y | +22.1% | -4.1% | +26.2% | +24.2% |
| 3Y | -10.5% | +11.0% | -21.5% | -13.9% |
| 5Y | -2.6% | -17.0% | +14.4% | -5.5% |
| All | -2.6% | -17.3% | +14.7% | -5.5% |
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