+296.6%
BN vs VCLT
+22.0%
+274.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | 0.0% |
| 7D | -0.3% | -1.9% | +1.6% | +1.2% |
| 30D | +13.6% | +1.4% | +12.1% | +12.4% |
| 3M | -6.7% | -1.8% | -4.9% | -5.3% |
| 6M | -9.0% | -3.9% | -5.1% | -6.1% |
| YTD | -8.8% | -3.9% | -4.9% | -5.8% |
| 1Y | -10.6% | -4.7% | -5.9% | -7.1% |
| 3Y | +98.8% | +14.1% | +84.7% | +84.3% |
| 5Y | +33.6% | -16.6% | +50.2% | +44.4% |
| All | +296.6% | +22.0% | +274.6% | +296.4% |
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