-44.0%
BIDU vs VCLT
-17.2%
-26.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -8.1% | -1.4% | -6.8% | -7.2% |
| 30D | -12.8% | -1.2% | -11.6% | -12.1% |
| 3M | -21.3% | -4.8% | -16.5% | -18.5% |
| 6M | -27.0% | -2.6% | -24.4% | -25.5% |
| YTD | -30.0% | -3.3% | -26.7% | -28.3% |
| 1Y | -18.3% | -4.8% | -13.4% | -15.3% |
| 3Y | -33.8% | +11.5% | -45.4% | -39.3% |
| All | -44.0% | -17.2% | -26.8% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling