-51.4%
VG vs BN
+5.1%
-56.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -22.0% | +5.3% | -27.4% | -23.4% |
| 30D | -11.6% | +11.9% | -23.5% | -14.8% |
| 3M | -14.9% | -5.7% | -9.1% | -13.3% |
| 6M | -3.5% | -10.6% | +7.1% | -0.6% |
| YTD | +70.0% | -9.4% | +79.3% | +69.6% |
| 1Y | +50.0% | -8.8% | +58.8% | +48.0% |
| All | -51.4% | +5.1% | -56.4% | -56.6% |
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