+1,100.4%
BN vs VCLT
+98.6%
+1,001.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -1.0% | -2.3% | +1.3% | 0.0% |
| 30D | +14.0% | +0.8% | +13.2% | +13.7% |
| 3M | -9.0% | -2.7% | -6.3% | -7.9% |
| 6M | -8.8% | -4.3% | -4.5% | -7.0% |
| YTD | -10.3% | -4.3% | -5.9% | -8.3% |
| 1Y | -5.8% | -4.4% | -1.4% | -3.8% |
| 3Y | +94.8% | +13.8% | +81.0% | +88.1% |
| 5Y | +31.5% | -17.0% | +48.4% | +33.3% |
| 10Y | +291.9% | +20.9% | +271.0% | +321.7% |
| All | +1,100.4% | +98.6% | +1,001.8% | +1,612.2% |
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