-99.8%
BIYA vs VCLT
+0.4%
-100.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | -15.9% | -1.1% | -14.8% | -15.5% |
| 3M | -81.2% | -3.7% | -77.6% | -81.4% |
| 6M | -88.2% | -4.0% | -84.2% | -88.4% |
| YTD | -94.1% | -3.4% | -90.8% | -94.4% |
| 1Y | -98.7% | -4.1% | -94.5% | -98.7% |
| All | -99.8% | +0.4% | -100.2% | -99.8% |
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