+117.0%
BN vs VLTO
+56.1%
+60.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.4% |
| 7D | +3.6% | +2.0% | +1.6% | +2.6% |
| 30D | +15.9% | +21.8% | -5.9% | +4.8% |
| 3M | -2.3% | +20.2% | -22.6% | -11.1% |
| 6M | -8.4% | +36.3% | -44.8% | -22.4% |
| YTD | -5.9% | +18.8% | -24.7% | -14.0% |
| 1Y | -5.6% | +20.4% | -26.0% | -14.7% |
| 3Y | +104.2% | +71.9% | +32.3% | +57.6% |
| All | +117.0% | +56.1% | +60.9% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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