+161.1%
VEA vs BN
+265.2%
-104.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | -1.5% | -5.2% | +3.7% | +0.8% |
| 30D | -0.8% | -14.5% | +13.6% | +5.9% |
| 3M | +2.5% | -15.0% | +17.5% | +9.6% |
| 6M | +11.1% | -5.4% | +16.5% | +13.2% |
| YTD | +17.2% | -16.4% | +33.6% | +25.3% |
| 1Y | +24.5% | -16.2% | +40.8% | +32.5% |
| 3Y | +75.4% | +67.5% | +7.9% | +32.9% |
| 5Y | +61.1% | +34.1% | +27.0% | +31.6% |
| All | +161.1% | +265.2% | -104.1% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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