+302.3%
BN vs VO
+202.1%
+100.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -2.4% |
| 7D | -2.4% | +0.2% | -2.6% | -2.7% |
| 30D | +13.5% | +2.0% | +11.5% | +10.8% |
| 3M | -5.9% | -0.3% | -5.7% | -5.5% |
| 6M | -8.9% | +7.3% | -16.2% | -16.4% |
| YTD | -7.9% | +15.0% | -22.9% | -22.1% |
| 1Y | -8.3% | +14.7% | -23.0% | -22.1% |
| 3Y | +100.8% | +67.3% | +33.5% | +11.9% |
| 5Y | +38.2% | +38.8% | -0.6% | -3.1% |
| 10Y | +302.3% | +201.6% | +100.8% | +30.6% |
| All | +302.3% | +202.1% | +100.2% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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