+789.7%
VFC vs BN
+15,251.3%
-14,461.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.5% |
| 7D | -1.6% | -2.5% | +0.9% | -0.6% |
| 30D | -11.6% | -9.5% | -2.1% | -7.8% |
| 3M | -18.1% | -10.4% | -7.7% | -14.0% |
| 6M | -27.4% | -6.4% | -21.0% | -25.0% |
| YTD | -24.8% | -11.9% | -13.0% | -20.5% |
| 1Y | -8.2% | -8.6% | +0.4% | -4.5% |
| 3Y | -29.1% | +77.6% | -106.7% | -42.2% |
| 5Y | -79.2% | +37.0% | -116.2% | -81.3% |
| 10Y | -68.1% | +266.4% | -334.5% | -79.2% |
| All | +789.7% | +15,251.3% | -14,461.6% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling