+32.4%
BN vs VO
+42.1%
-9.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | -0.7% |
| 7D | -5.2% | -1.5% | -3.7% | -3.1% |
| 30D | -14.5% | -3.0% | -11.4% | -10.6% |
| 3M | -15.0% | +2.8% | -17.8% | -18.3% |
| 6M | -5.4% | +10.9% | -16.3% | -18.0% |
| YTD | -16.4% | +12.5% | -28.9% | -28.8% |
| 1Y | -16.2% | +12.0% | -28.2% | -28.1% |
| 3Y | +67.5% | +56.3% | +11.2% | -5.3% |
| All | +32.4% | +42.1% | -9.7% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling