-99.8%
BIYA vs VCLT
+1.8%
-101.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | +1.3% | -0.5% | +1.9% | +1.6% |
| 30D | -21.0% | -0.9% | -20.1% | -20.6% |
| 3M | -74.3% | -3.2% | -71.1% | -74.6% |
| 6M | -84.6% | -3.8% | -80.8% | -84.8% |
| YTD | -94.2% | -2.0% | -92.1% | -94.5% |
| 1Y | -98.2% | -0.8% | -97.4% | -98.4% |
| All | -99.8% | +1.8% | -101.6% | -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 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