-8.3%
BN vs VO
+15.0%
-23.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -2.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.8% |
| 30D | +13.5% | +2.0% | +11.5% | +10.2% |
| 3M | -5.9% | -0.3% | -5.7% | -5.4% |
| 6M | -8.9% | +7.3% | -16.2% | -18.4% |
| YTD | -7.9% | +15.0% | -22.9% | -25.9% |
| 1Y | -8.3% | +14.7% | -23.0% | -25.9% |
| All | -8.3% | +15.0% | -23.3% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling