+109.8%
BANR vs VT
+217.6%
-107.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.5% |
| 7D | -0.9% | -0.1% | -0.7% | -0.9% |
| 30D | +5.6% | -3.1% | +8.6% | +9.0% |
| 3M | -1.8% | -3.5% | +1.7% | +1.8% |
| 6M | +7.6% | +0.5% | +7.1% | +5.7% |
| YTD | +14.6% | +10.8% | +3.8% | -0.5% |
| 1Y | +16.3% | +11.9% | +4.5% | -0.2% |
| 3Y | +81.5% | +73.0% | +8.5% | -8.8% |
| 5Y | +32.7% | +58.6% | -26.0% | -25.7% |
| 10Y | +109.8% | +219.2% | -109.4% | -49.1% |
| All | +109.8% | +217.6% | -107.9% | -49.1% |
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 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