+55.3%
BE vs VCLT
-3.2%
+58.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -8.3% |
| 7D | -12.1% | +0.4% | -12.5% | -12.8% |
| 30D | -30.1% | +3.9% | -34.0% | -35.9% |
| 3M | -12.1% | -1.9% | -10.2% | -7.0% |
| 6M | -30.6% | -2.6% | -27.9% | -24.5% |
| YTD | +130.6% | -3.1% | +133.7% | +148.9% |
| 1Y | +55.3% | -3.6% | +58.8% | +69.2% |
| All | +55.3% | -3.2% | +58.5% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling