+681.0%
BANF vs VT
+346.0%
+335.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +4.4% | -2.3% | +6.8% | +6.7% |
| 30D | +8.7% | -5.0% | +13.6% | +13.8% |
| 3M | +2.1% | -4.9% | +7.0% | +6.8% |
| 6M | +1.5% | -1.5% | +3.1% | +2.2% |
| YTD | +10.2% | +8.5% | +1.7% | +0.5% |
| 1Y | +8.2% | +11.4% | -3.2% | -3.8% |
| 3Y | +43.2% | +70.1% | -26.8% | -15.7% |
| 5Y | +84.9% | +53.7% | +31.2% | +17.9% |
| 10Y | +301.3% | +220.0% | +81.4% | +31.0% |
| All | +681.0% | +346.0% | +335.0% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling