+256.9%
BNY vs VCLT
-17.2%
+274.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.3% | -1.4% | 0.0% | -0.8% |
| 30D | -0.2% | -1.2% | +1.0% | +0.3% |
| 3M | +14.9% | -4.8% | +19.7% | +17.1% |
| 6M | +40.0% | -2.6% | +42.6% | +41.4% |
| YTD | +42.0% | -3.3% | +45.3% | +43.8% |
| 1Y | +56.9% | -4.8% | +61.7% | +59.8% |
| 3Y | +289.9% | +11.5% | +278.3% | +271.2% |
| All | +256.9% | -17.2% | +274.1% | +200.8% |
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