+258.5%
BN vs VCLT
+17.1%
+241.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -5.2% | -1.4% | -3.8% | -4.2% |
| 30D | -14.5% | -1.2% | -13.3% | -13.7% |
| 3M | -15.0% | -4.8% | -10.2% | -11.9% |
| 6M | -5.4% | -2.6% | -2.8% | -3.3% |
| YTD | -16.4% | -3.3% | -13.1% | -14.1% |
| 1Y | -16.2% | -4.8% | -11.4% | -12.9% |
| 3Y | +67.5% | +11.5% | +56.0% | +57.3% |
| 5Y | +34.1% | -17.0% | +51.1% | +45.3% |
| All | +258.5% | +17.1% | +241.4% | +257.7% |
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 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