+360.5%
BE vs VCLT
-0.4%
+360.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.2% | +7.1% |
| 7D | +20.0% | -0.5% | +20.5% | +21.2% |
| 30D | +7.9% | -0.9% | +8.8% | +10.0% |
| 3M | -13.2% | -3.2% | -10.0% | -7.3% |
| 6M | +53.5% | -3.8% | +57.3% | +61.9% |
| YTD | +191.0% | -2.0% | +193.0% | +204.9% |
| 1Y | +360.5% | -0.8% | +361.3% | +367.9% |
| All | +360.5% | -0.4% | +360.9% | +367.9% |
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 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