+283.6%
BANF vs VT
+221.4%
+62.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | +3.3% | +1.0% | +2.3% | +2.3% |
| 30D | -1.5% | -0.2% | -1.3% | -1.3% |
| 3M | +0.9% | +4.5% | -3.6% | -4.2% |
| 6M | +3.2% | +14.1% | -10.9% | -11.1% |
| YTD | +5.9% | +14.8% | -8.8% | -9.4% |
| 1Y | -16.3% | +21.2% | -37.5% | -32.6% |
| 3Y | +31.9% | +76.6% | -44.7% | -29.4% |
| 5Y | +123.0% | +66.6% | +56.4% | +25.7% |
| 10Y | +283.6% | +222.3% | +61.3% | -1.3% |
| All | +283.6% | +221.4% | +62.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling