+38.2%
BN vs VCLT
-16.2%
+54.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | -2.4% | -0.6% | -1.8% | -1.9% |
| 30D | +13.5% | +2.8% | +10.7% | +10.6% |
| 3M | -5.9% | -0.4% | -5.6% | -5.5% |
| 6M | -8.9% | -3.1% | -5.8% | -5.9% |
| YTD | -7.9% | -2.7% | -5.2% | -5.1% |
| 1Y | -8.3% | -3.7% | -4.6% | -4.5% |
| 3Y | +100.8% | +15.6% | +85.2% | +78.5% |
| 5Y | +38.2% | -15.8% | +54.0% | +35.4% |
| All | +38.2% | -16.2% | +54.4% | +35.4% |
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 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