-95.1%
BNR vs VT
+144.4%
-239.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | 0.0% | +11.2% | +11.2% |
| 7D | +17.7% | +0.4% | +17.2% | +17.3% |
| 30D | +35.0% | +1.0% | +34.0% | +33.4% |
| 3M | +30.9% | +2.4% | +28.5% | +26.7% |
| 6M | -45.5% | +12.0% | -57.5% | -52.5% |
| YTD | -40.5% | +15.3% | -55.8% | -50.0% |
| 1Y | +41.9% | +22.6% | +19.3% | +11.7% |
| 3Y | -12.5% | +74.7% | -87.2% | -54.9% |
| 5Y | -94.2% | +66.1% | -160.3% | -96.9% |
| All | -95.1% | +144.4% | -239.5% | -97.8% |
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