+106.4%
BIDU vs VCLT
+100.6%
+5.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -5.2% | -1.3% | -3.9% | -4.9% |
| 30D | -14.5% | -1.1% | -13.4% | -14.3% |
| 3M | -22.9% | -3.7% | -19.2% | -22.2% |
| 6M | -27.8% | -4.0% | -23.8% | -27.1% |
| YTD | -30.7% | -3.4% | -27.3% | -30.1% |
| 1Y | -15.8% | -4.1% | -11.7% | -15.0% |
| 3Y | -33.2% | +11.0% | -44.2% | -34.5% |
| 5Y | -44.8% | -17.0% | -27.8% | -46.3% |
| 10Y | -50.3% | +16.7% | -66.9% | -48.0% |
| All | +106.4% | +100.6% | +5.8% | +228.6% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling