+1,078.9%
BN vs VCLT
+103.4%
+975.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.5% | -0.5% | -2.0% | -2.2% |
| 30D | -9.5% | -0.9% | -8.6% | -9.1% |
| 3M | -10.4% | -3.2% | -7.1% | -9.1% |
| 6M | -6.4% | -3.8% | -2.5% | -4.7% |
| YTD | -11.9% | -2.0% | -9.8% | -10.9% |
| 1Y | -8.6% | -0.8% | -7.8% | -8.1% |
| 3Y | +77.6% | +12.3% | +65.3% | +71.5% |
| 5Y | +37.0% | -15.4% | +52.4% | +37.6% |
| 10Y | +266.4% | +15.7% | +250.7% | +280.5% |
| All | +1,078.9% | +103.4% | +975.5% | +1,563.5% |
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 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