-68.7%
VFC vs BN
+257.9%
-326.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -0.7% |
| 7D | -2.3% | -3.0% | +0.7% | -0.1% |
| 30D | -13.4% | -13.0% | -0.3% | -3.7% |
| 3M | -23.7% | -15.2% | -8.5% | -13.3% |
| 6M | -24.5% | -5.9% | -18.5% | -20.8% |
| YTD | -27.8% | -15.8% | -12.1% | -18.1% |
| 1Y | -13.5% | -12.2% | -1.3% | -5.3% |
| 3Y | -27.1% | +72.2% | -99.3% | -50.1% |
| 5Y | -79.0% | +33.2% | -112.2% | -83.2% |
| 10Y | -68.7% | +264.7% | -333.4% | -84.5% |
| All | -68.7% | +257.9% | -326.7% | -84.5% |
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