-28.7%
BDN vs VT
+374.2%
-402.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.0% | +0.4% | +1.5% | +1.4% |
| 30D | -2.5% | +1.0% | -3.5% | -3.7% |
| 3M | +2.6% | +2.4% | +0.2% | -0.9% |
| 6M | +4.1% | +12.0% | -7.9% | -10.1% |
| YTD | +16.1% | +15.3% | +0.7% | -3.6% |
| 1Y | -19.7% | +22.6% | -42.3% | -38.5% |
| 3Y | -12.5% | +74.7% | -87.2% | -56.5% |
| 5Y | -61.1% | +66.1% | -127.2% | -79.3% |
| 10Y | -57.1% | +225.0% | -282.1% | -90.2% |
| All | -28.7% | +374.2% | -402.9% | -89.6% |
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