+80.7%
BP vs VCLT
+103.4%
-22.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.9% | -0.5% | +4.4% | +4.0% |
| 30D | +7.6% | -0.9% | +8.5% | +7.7% |
| 3M | +0.7% | -3.2% | +3.9% | +0.9% |
| 6M | +15.5% | -3.8% | +19.3% | +15.7% |
| YTD | +30.8% | -2.0% | +32.8% | +30.9% |
| 1Y | +34.3% | -0.8% | +35.1% | +34.2% |
| 3Y | +35.1% | +12.3% | +22.8% | +33.6% |
| 5Y | +126.8% | -15.4% | +142.2% | +127.7% |
| 10Y | +123.4% | +15.7% | +107.6% | +126.8% |
| All | +80.7% | +103.4% | -22.7% | +145.1% |
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