-99.9%
BNC vs VT
+260.2%
-360.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +15.9% | +0.4% | +15.5% | +15.8% |
| 30D | +39.0% | +1.0% | +38.1% | +38.5% |
| 3M | +39.6% | +2.4% | +37.2% | +38.6% |
| 6M | -5.4% | +12.0% | -17.4% | -10.0% |
| YTD | -45.6% | +15.3% | -61.0% | -48.9% |
| 1Y | -79.6% | +22.6% | -102.1% | -81.3% |
| 3Y | -63.1% | +74.7% | -137.8% | -72.1% |
| 5Y | -97.1% | +66.1% | -163.2% | -97.7% |
| 10Y | -97.9% | +225.0% | -322.9% | -98.7% |
| All | -99.9% | +260.2% | -360.1% | -99.9% |
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 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