+1,274.9%
VFC vs BN
+15,947.2%
-14,672.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -1.4% | -2.4% | +1.0% | -0.3% |
| 30D | +30.7% | +13.5% | +17.2% | +23.8% |
| 3M | +40.6% | -5.9% | +46.6% | +44.3% |
| 6M | +16.5% | -8.9% | +25.4% | +21.3% |
| YTD | +16.2% | -7.9% | +24.0% | +20.5% |
| 1Y | +42.4% | -8.3% | +50.7% | +48.1% |
| 3Y | +48.1% | +100.8% | -52.7% | +15.5% |
| 5Y | -67.8% | +38.2% | -106.0% | -71.2% |
| 10Y | -48.5% | +302.3% | -350.8% | -67.4% |
| All | +1,274.9% | +15,947.2% | -14,672.3% | +288.5% |
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 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