+2,812.4%
BN vs VO
+827.2%
+1,985.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | -2.5% | -0.3% | -2.2% | -2.2% |
| 30D | -9.5% | -0.3% | -9.2% | -9.1% |
| 3M | -10.4% | +2.9% | -13.3% | -13.2% |
| 6M | -6.4% | +9.3% | -15.7% | -14.7% |
| YTD | -11.9% | +14.2% | -26.1% | -23.3% |
| 1Y | -8.6% | +15.3% | -23.9% | -21.1% |
| 3Y | +77.6% | +56.2% | +21.3% | +14.4% |
| 5Y | +37.0% | +42.4% | -5.4% | -0.9% |
| 10Y | +266.4% | +194.7% | +71.6% | +28.8% |
| All | +2,812.4% | +827.2% | +1,985.2% | +274.5% |
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 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