+668.0%
BE vs VCLT
+13.2%
+654.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.5% |
| 7D | +10.8% | -2.3% | +13.1% | +13.8% |
| 30D | -19.8% | +0.8% | -20.5% | -20.5% |
| 3M | -18.7% | -2.7% | -16.1% | -16.2% |
| 6M | -33.7% | -4.3% | -29.4% | -30.0% |
| YTD | +121.0% | -4.3% | +125.3% | +133.4% |
| 1Y | +85.4% | -4.4% | +89.8% | +96.1% |
| 3Y | +1,709.5% | +13.8% | +1,695.7% | +1,529.1% |
| 5Y | +462.2% | -17.0% | +479.2% | +561.5% |
| All | +668.0% | +13.2% | +654.7% | +1,143.6% |
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