-9.0%
BN vs VCLT
-3.9%
-5.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | +0.9% |
| 7D | -0.3% | -1.9% | +1.6% | +2.5% |
| 30D | +13.6% | +1.4% | +12.1% | +11.5% |
| 3M | -6.7% | -1.8% | -4.9% | -4.0% |
| 6M | -9.0% | -3.9% | -5.1% | -5.6% |
| All | -9.0% | -3.9% | -5.0% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling