-50.2%
VG vs BN
+9.1%
-59.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.5% | +1.4% |
| 7D | -8.3% | +3.6% | -12.0% | -9.2% |
| 30D | -10.3% | +15.9% | -26.2% | -14.2% |
| 3M | -10.8% | -2.3% | -8.4% | -9.8% |
| 6M | +3.5% | -8.4% | +11.9% | +6.5% |
| YTD | +74.0% | -5.9% | +79.8% | +72.0% |
| 1Y | +48.9% | -5.6% | +54.5% | +46.1% |
| All | -50.2% | +9.1% | -59.3% | -56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling