-10.6%
BITO vs VCLT
-14.8%
+4.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.6% |
| 7D | -5.8% | -1.3% | -4.5% | -5.1% |
| 30D | +21.1% | -1.1% | +22.2% | +22.0% |
| 3M | +23.5% | -3.7% | +27.2% | +26.3% |
| 6M | +8.3% | -4.0% | +12.3% | +11.0% |
| YTD | -13.9% | -3.4% | -10.5% | -12.1% |
| 1Y | -34.5% | -4.1% | -30.4% | -32.8% |
| 3Y | +147.0% | +11.0% | +136.0% | +130.3% |
| All | -10.6% | -14.8% | +4.2% | -16.0% |
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