+94.8%
BN vs VCLT
+14.4%
+80.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -1.0% | -2.3% | +1.3% | +1.9% |
| 30D | +14.0% | +0.8% | +13.2% | +13.0% |
| 3M | -9.0% | -2.7% | -6.3% | -5.7% |
| 6M | -8.8% | -4.3% | -4.5% | -3.5% |
| YTD | -10.3% | -4.3% | -5.9% | -4.8% |
| 1Y | -5.8% | -4.4% | -1.4% | 0.0% |
| 3Y | +94.8% | +13.8% | +81.0% | +66.5% |
| All | +94.8% | +14.4% | +80.4% | +66.5% |
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