+2,000.5%
BKNG vs VCLT
+100.6%
+1,900.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -10.7% | -1.3% | -9.4% | -10.4% |
| 30D | -18.1% | -1.1% | -17.0% | -17.9% |
| 3M | +8.5% | -3.7% | +12.2% | +9.3% |
| 6M | -0.1% | -4.0% | +4.0% | +0.8% |
| YTD | -18.2% | -3.4% | -14.8% | -17.7% |
| 1Y | -19.9% | -4.1% | -15.7% | -19.2% |
| 3Y | +41.6% | +11.0% | +30.6% | +39.2% |
| 5Y | +93.1% | -17.0% | +110.1% | +92.6% |
| 10Y | +214.8% | +16.7% | +198.1% | +232.7% |
| All | +2,000.5% | +100.6% | +1,900.0% | +3,002.1% |
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