+112.8%
BP vs VCLT
-16.7%
+129.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +3.8% | -2.3% | +6.1% | +3.7% |
| 30D | -5.3% | +0.8% | -6.1% | -5.3% |
| 3M | +9.3% | -2.7% | +11.9% | +9.1% |
| 6M | +7.2% | -4.3% | +11.5% | +7.1% |
| YTD | +38.0% | -4.3% | +42.4% | +37.9% |
| 1Y | +33.2% | -4.4% | +37.6% | +33.0% |
| 3Y | +50.3% | +13.8% | +36.5% | +49.3% |
| All | +112.8% | -16.7% | +129.5% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling