+3,010.3%
BN vs VO
+822.3%
+2,187.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +0.9% |
| 7D | +3.6% | -0.1% | +3.8% | +3.8% |
| 30D | +15.9% | +0.5% | +15.3% | +15.3% |
| 3M | -2.3% | -1.0% | -1.3% | -1.1% |
| 6M | -8.4% | +6.4% | -14.8% | -14.2% |
| YTD | -5.9% | +13.6% | -19.5% | -17.5% |
| 1Y | -5.6% | +14.5% | -20.1% | -17.9% |
| 3Y | +104.2% | +67.2% | +37.0% | +22.2% |
| 5Y | +35.5% | +36.1% | -0.6% | +2.8% |
| 10Y | +285.2% | +199.3% | +85.9% | +33.6% |
| All | +3,010.3% | +822.3% | +2,187.9% | +302.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling