+289.2%
BN vs VT
+217.6%
+71.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.7% |
| 7D | +4.3% | -0.1% | +4.4% | +4.5% |
| 30D | +14.3% | -3.1% | +17.3% | +19.1% |
| 3M | -4.1% | -3.5% | -0.6% | +0.7% |
| 6M | -9.7% | +0.5% | -10.1% | -10.5% |
| YTD | -7.1% | +10.8% | -17.9% | -19.4% |
| 1Y | -7.4% | +11.9% | -19.3% | -20.7% |
| 3Y | +102.3% | +73.0% | +29.4% | -0.9% |
| 5Y | +35.9% | +58.6% | -22.7% | -23.8% |
| 10Y | +289.2% | +219.2% | +70.0% | -5.9% |
| All | +289.2% | +217.6% | +71.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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