+187.0%
BR vs VCLT
+17.1%
+169.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.0% | -1.4% | -1.6% | -2.5% |
| 30D | -0.3% | -1.2% | +0.9% | +0.2% |
| 3M | +17.3% | -4.8% | +22.1% | +19.5% |
| 6M | -6.7% | -2.6% | -4.1% | -5.8% |
| YTD | -23.4% | -3.3% | -20.1% | -22.5% |
| 1Y | -32.7% | -4.8% | -27.8% | -31.5% |
| 3Y | -5.9% | +11.5% | -17.4% | -9.7% |
| 5Y | +8.4% | -17.0% | +25.4% | +10.5% |
| All | +187.0% | +17.1% | +169.9% | +175.1% |
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 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