-99.9%
BIYA vs VCLT
-0.1%
-99.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +10.0% | -1.9% | +11.9% | +10.4% |
| 30D | -17.7% | +1.4% | -19.1% | -18.0% |
| 3M | -55.0% | -1.8% | -53.3% | -54.6% |
| 6M | -85.1% | -3.9% | -81.2% | -85.3% |
| YTD | -96.9% | -3.9% | -93.0% | -97.0% |
| 1Y | -98.5% | -4.7% | -93.8% | -98.5% |
| All | -99.9% | -0.1% | -99.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling