+32.4%
BN vs VTEB
+1.2%
+31.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | -0.3% |
| 7D | -5.2% | -0.9% | -4.3% | -3.3% |
| 30D | -14.5% | -2.5% | -12.0% | -9.6% |
| 3M | -15.0% | -3.0% | -12.0% | -9.3% |
| 6M | -5.4% | -2.1% | -3.3% | -0.6% |
| YTD | -16.4% | -1.5% | -14.9% | -13.3% |
| 1Y | -16.2% | +0.2% | -16.4% | -15.9% |
| 3Y | +67.5% | +8.6% | +59.0% | +39.3% |
| All | +32.4% | +1.2% | +31.2% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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