-12.6%
BNH vs VT
+118.6%
-131.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +0.1% | +1.0% | -0.8% | -0.3% |
| 3M | 0.0% | +2.4% | -2.4% | -1.1% |
| 6M | -0.7% | +12.0% | -12.7% | -5.2% |
| YTD | -2.7% | +15.3% | -18.0% | -8.3% |
| 1Y | -0.1% | +22.6% | -22.7% | -8.3% |
| 3Y | +12.5% | +74.7% | -62.2% | -12.5% |
| 5Y | -17.1% | +66.1% | -83.3% | -35.9% |
| All | -12.6% | +118.6% | -131.2% | -36.2% |
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