+132.0%
BP vs VCLT
+18.4%
+113.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +7.8% | +0.1% | +7.7% | +7.8% |
| 3M | +8.4% | -2.9% | +11.2% | +9.1% |
| 6M | +15.1% | -4.0% | +19.0% | +16.1% |
| YTD | +36.4% | -2.2% | +38.7% | +36.8% |
| 1Y | +40.9% | -2.6% | +43.5% | +41.4% |
| 3Y | +38.8% | +12.3% | +26.6% | +33.0% |
| 5Y | +141.1% | -16.4% | +157.5% | +157.3% |
| All | +132.0% | +18.4% | +113.6% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling