+86.7%
BP vs VCLT
+102.1%
-15.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -3.1% | +2.8% | -5.9% | -3.3% |
| 3M | +6.2% | -0.4% | +6.5% | +6.2% |
| 6M | +4.8% | -3.1% | +7.9% | +4.9% |
| YTD | +35.2% | -2.7% | +37.8% | +35.3% |
| 1Y | +27.4% | -3.7% | +31.1% | +27.6% |
| 3Y | +49.8% | +15.6% | +34.2% | +47.8% |
| 5Y | +109.4% | -15.8% | +125.2% | +110.2% |
| 10Y | +135.7% | +23.0% | +112.7% | +146.6% |
| All | +86.7% | +102.1% | -15.4% | +153.2% |
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