-48.6%
VFC vs BN
+290.8%
-339.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.9% | +4.5% |
| 7D | +1.6% | -1.0% | +2.6% | +2.3% |
| 30D | +25.5% | +14.0% | +11.5% | +13.4% |
| 3M | +41.3% | -9.0% | +50.3% | +51.5% |
| 6M | +22.2% | -8.8% | +31.0% | +30.7% |
| YTD | +16.4% | -10.3% | +26.7% | +25.6% |
| 1Y | +38.4% | -5.8% | +44.2% | +44.2% |
| 3Y | +56.2% | +94.8% | -38.6% | -2.1% |
| 5Y | -68.2% | +31.5% | -99.6% | -74.4% |
| All | -48.6% | +290.8% | -339.5% | -76.3% |
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