-17.4%
BNH vs VT
+112.3%
-129.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -0.6% | -0.7% | +0.1% | -0.4% |
| 30D | -0.8% | -1.7% | +1.0% | -0.1% |
| 3M | -5.3% | -2.3% | -3.0% | -4.5% |
| 6M | -6.6% | +1.5% | -8.2% | -7.4% |
| YTD | -7.9% | +12.0% | -20.0% | -12.3% |
| 1Y | -8.4% | +12.9% | -21.3% | -13.1% |
| 3Y | +17.7% | +74.9% | -57.2% | -8.8% |
| 5Y | -21.4% | +59.9% | -81.3% | -38.5% |
| All | -17.4% | +112.3% | -129.7% | -39.0% |
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