-47.5%
VFC vs BN
+280.2%
-327.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | +0.4% |
| 7D | +3.5% | +4.3% | -0.8% | +0.1% |
| 30D | +38.3% | +14.3% | +24.0% | +24.7% |
| 3M | +40.2% | -4.1% | +44.3% | +44.4% |
| 6M | +10.6% | -9.7% | +20.3% | +19.3% |
| YTD | +16.7% | -7.1% | +23.9% | +22.8% |
| 1Y | +45.0% | -7.4% | +52.4% | +52.7% |
| 3Y | +48.8% | +102.3% | -53.6% | -9.2% |
| 5Y | -67.6% | +35.9% | -103.5% | -74.6% |
| 10Y | -47.5% | +289.2% | -336.7% | -76.0% |
| All | -47.5% | +280.2% | -327.8% | -76.0% |
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