-39.3%
VG vs BN
+2.1%
-41.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.7% | -2.5% | +4.2% | +2.5% |
| 30D | +16.0% | -9.5% | +25.5% | +19.9% |
| 3M | +9.7% | -10.4% | +20.1% | +13.3% |
| 6M | +29.6% | -6.4% | +35.9% | +26.5% |
| YTD | +112.0% | -11.9% | +123.9% | +113.6% |
| 1Y | +12.8% | -8.6% | +21.4% | +9.2% |
| All | -39.3% | +2.1% | -41.5% | -45.4% |
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