+35.8%
BN vs VCLT
-15.4%
+51.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.5% |
| 7D | -1.2% | +0.3% | -1.5% | -1.5% |
| 30D | -10.9% | -0.6% | -10.3% | -10.4% |
| 3M | -11.1% | -2.2% | -8.8% | -9.1% |
| 6M | -4.4% | -2.9% | -1.5% | -1.4% |
| YTD | -14.1% | -2.1% | -12.1% | -12.2% |
| 1Y | -11.1% | -2.6% | -8.5% | -8.5% |
| 3Y | +75.6% | +12.5% | +63.1% | +59.4% |
| All | +35.8% | -15.4% | +51.2% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling