+676.2%
BN vs VT
+374.2%
+302.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.5% | +0.4% | -2.9% | -2.9% |
| 30D | -9.5% | +1.0% | -10.5% | -10.5% |
| 3M | -10.4% | +2.4% | -12.8% | -13.0% |
| 6M | -6.4% | +12.0% | -18.4% | -17.8% |
| YTD | -11.9% | +15.3% | -27.2% | -25.1% |
| 1Y | -8.6% | +22.6% | -31.2% | -27.4% |
| 3Y | +77.6% | +74.7% | +2.9% | -2.5% |
| 5Y | +37.0% | +66.1% | -29.1% | -18.4% |
| 10Y | +266.4% | +225.0% | +41.4% | +11.2% |
| All | +676.2% | +374.2% | +302.0% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling