+954.2%
BR vs VCLT
+103.3%
+850.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.5% |
| 7D | -5.9% | +0.3% | -6.3% | -6.0% |
| 30D | +1.9% | -0.6% | +2.5% | +2.0% |
| 3M | +14.7% | -2.2% | +16.9% | +15.1% |
| 6M | -12.8% | -2.9% | -9.9% | -12.4% |
| YTD | -23.0% | -2.1% | -21.0% | -22.8% |
| 1Y | -31.7% | -2.6% | -29.1% | -31.4% |
| 3Y | -4.8% | +12.5% | -17.3% | -6.4% |
| 5Y | +7.8% | -15.3% | +23.1% | +5.1% |
| 10Y | +184.1% | +16.6% | +167.4% | +193.0% |
| All | +954.2% | +103.3% | +850.9% | +1,270.2% |
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