+786.8%
BNY vs VCLT
+100.6%
+686.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -1.1% | -1.3% | +0.2% | -1.1% |
| 30D | +1.4% | -1.1% | +2.5% | +1.4% |
| 3M | +16.8% | -3.7% | +20.5% | +16.6% |
| 6M | +42.0% | -4.0% | +46.0% | +41.7% |
| YTD | +41.9% | -3.4% | +45.3% | +41.7% |
| 1Y | +59.2% | -4.1% | +63.3% | +58.9% |
| 3Y | +290.9% | +11.0% | +279.9% | +294.3% |
| 5Y | +259.0% | -17.0% | +276.0% | +232.7% |
| 10Y | +413.0% | +16.7% | +396.4% | +469.0% |
| All | +786.8% | +100.6% | +686.3% | +1,350.5% |
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