+130.5%
BANR vs VT
+222.7%
-92.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.4% |
| 7D | +0.5% | -0.1% | +0.7% | +0.7% |
| 30D | -1.4% | -0.7% | -0.7% | -0.6% |
| 3M | +8.5% | +4.0% | +4.5% | +3.1% |
| 6M | +20.3% | +12.3% | +8.0% | +3.6% |
| YTD | +15.0% | +14.0% | +1.0% | -2.8% |
| 1Y | +8.8% | +20.3% | -11.5% | -14.1% |
| 3Y | +78.9% | +75.4% | +3.4% | -11.0% |
| 5Y | +57.4% | +66.0% | -8.6% | -16.2% |
| 10Y | +130.5% | +228.2% | -97.7% | -47.0% |
| All | +130.5% | +222.7% | -92.1% | -47.0% |
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