+1,008.9%
BE vs VCLT
+15.9%
+993.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.7% | +9.7% |
| 7D | +29.8% | +0.3% | +29.5% | +29.4% |
| 30D | +26.4% | -0.6% | +27.0% | +27.2% |
| 3M | +9.3% | -2.2% | +11.6% | +12.5% |
| 6M | +105.1% | -2.9% | +107.9% | +113.4% |
| YTD | +219.0% | -2.1% | +221.1% | +228.4% |
| 1Y | +418.8% | -2.6% | +421.3% | +437.4% |
| 3Y | +1,784.6% | +12.5% | +1,772.1% | +1,605.5% |
| 5Y | +1,251.0% | -15.3% | +1,266.3% | +1,452.5% |
| All | +1,008.9% | +15.9% | +993.0% | +1,649.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling