-23.4%
BITO vs VCLT
-3.2%
-20.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.2% |
| 7D | -1.9% | +0.4% | -2.3% | -2.2% |
| 30D | -6.7% | +3.9% | -10.7% | -9.6% |
| 3M | +23.1% | -1.9% | +25.0% | +25.2% |
| 6M | -2.0% | -2.6% | +0.6% | -0.1% |
| YTD | -11.4% | -3.1% | -8.3% | -9.9% |
| 1Y | -23.4% | -3.6% | -19.8% | -21.6% |
| All | -23.4% | -3.2% | -20.1% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling