+1,120.0%
BN vs VCLT
+99.5%
+1,020.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | -0.3% | -1.9% | +1.6% | +0.6% |
| 30D | +13.6% | +1.4% | +12.1% | +12.9% |
| 3M | -6.7% | -1.8% | -4.9% | -5.9% |
| 6M | -9.0% | -3.9% | -5.1% | -7.3% |
| YTD | -8.8% | -3.9% | -4.9% | -7.0% |
| 1Y | -10.6% | -4.7% | -5.9% | -8.5% |
| 3Y | +98.8% | +14.1% | +84.7% | +91.7% |
| 5Y | +33.6% | -16.6% | +50.2% | +35.3% |
| 10Y | +298.3% | +21.4% | +276.9% | +327.8% |
| All | +1,120.0% | +99.5% | +1,020.6% | +1,637.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling