-10.6%
BN vs VCLT
-4.8%
-5.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | +1.1% |
| 7D | -0.3% | -1.9% | +1.6% | +2.9% |
| 30D | +13.6% | +1.4% | +12.1% | +11.0% |
| 3M | -6.7% | -1.8% | -4.9% | -3.7% |
| 6M | -9.0% | -3.9% | -5.1% | -2.7% |
| YTD | -8.8% | -3.9% | -4.9% | -3.1% |
| 1Y | -10.6% | -4.7% | -5.9% | -2.8% |
| All | -10.6% | -4.8% | -5.8% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling