+1,003.0%
BE vs VCLT
+14.4%
+988.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.6% | +6.6% |
| 7D | +9.0% | -1.4% | +10.4% | +10.7% |
| 30D | +16.3% | -1.2% | +17.4% | +17.8% |
| 3M | +10.8% | -4.8% | +15.6% | +17.2% |
| 6M | +73.2% | -2.6% | +75.8% | +79.9% |
| YTD | +217.4% | -3.3% | +220.7% | +231.5% |
| 1Y | +309.8% | -4.8% | +314.6% | +335.0% |
| 3Y | +1,726.2% | +11.5% | +1,714.6% | +1,570.4% |
| 5Y | +1,306.2% | -17.0% | +1,323.1% | +1,548.9% |
| All | +1,003.0% | +14.4% | +988.6% | +1,666.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling