-98.2%
BIYA vs VCLT
-3.2%
-95.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -1.7% |
| 7D | -4.0% | +0.4% | -4.4% | -3.4% |
| 30D | -15.0% | +3.9% | -18.9% | -9.0% |
| 3M | -58.1% | -1.9% | -56.2% | -59.1% |
| 6M | -90.0% | -2.6% | -87.4% | -91.1% |
| YTD | -96.9% | -3.1% | -93.8% | -97.6% |
| 1Y | -98.2% | -3.6% | -94.7% | -98.5% |
| All | -98.2% | -3.2% | -95.0% | -98.5% |
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 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