+68.8%
BN vs VCLT
+12.6%
+56.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.7% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -13.0% | +0.1% | -13.1% | -13.1% |
| 3M | -15.2% | -2.9% | -12.3% | -12.1% |
| 6M | -5.9% | -4.0% | -2.0% | -0.9% |
| YTD | -15.8% | -2.2% | -13.5% | -13.1% |
| 1Y | -12.2% | -2.6% | -9.6% | -8.9% |
| All | +68.8% | +12.6% | +56.2% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling