+101.5%
BN vs VLTO
+70.5%
+31.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | +4.3% | +1.6% | +2.7% | +3.5% |
| 30D | +14.3% | +22.0% | -7.7% | +3.2% |
| 3M | -4.1% | +21.9% | -26.0% | -13.5% |
| 6M | -9.7% | +36.5% | -46.2% | -23.8% |
| YTD | -7.1% | +19.0% | -26.1% | -15.2% |
| 1Y | -7.4% | +21.0% | -28.4% | -16.7% |
| All | +101.5% | +70.5% | +31.0% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling