+48.6%
BP vs VCLT
+14.4%
+34.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.3% |
| 7D | +2.6% | -2.3% | +4.9% | +2.4% |
| 30D | -6.4% | +0.8% | -7.1% | -6.3% |
| 3M | +8.0% | -2.7% | +10.7% | +7.7% |
| 6M | +6.0% | -4.3% | +10.3% | +5.8% |
| YTD | +36.5% | -4.3% | +40.8% | +36.0% |
| 1Y | +31.7% | -4.4% | +36.1% | +31.3% |
| 3Y | +48.6% | +13.8% | +34.8% | +49.7% |
| All | +48.6% | +14.4% | +34.2% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling