-20.2%
BKNG vs VCLT
-4.4%
-15.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.7% |
| 7D | -10.7% | -1.3% | -9.4% | -9.5% |
| 30D | -18.1% | -1.1% | -17.0% | -17.1% |
| 3M | +8.5% | -3.7% | +12.2% | +12.7% |
| 6M | -0.1% | -4.0% | +4.0% | +3.3% |
| YTD | -18.2% | -3.4% | -14.8% | -16.3% |
| All | -20.2% | -4.4% | -15.8% | -17.6% |
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