-44.1%
VG vs BN
+5.7%
-49.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.0% |
| 7D | +15.1% | -0.3% | +15.4% | +15.1% |
| 30D | -4.2% | +13.6% | -17.7% | -8.0% |
| 3M | -3.1% | -6.7% | +3.6% | -0.9% |
| 6M | +0.3% | -9.0% | +9.3% | +2.6% |
| YTD | +95.5% | -8.8% | +104.3% | +94.6% |
| 1Y | +64.4% | -10.6% | +75.1% | +66.6% |
| All | -44.1% | +5.7% | -49.8% | -50.2% |
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 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