+1,917.9%
VRT vs BN
+215.6%
+1,702.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.8% | +5.8% | +6.9% |
| 7D | -10.6% | +3.6% | -14.2% | -13.3% |
| 30D | -17.4% | +15.9% | -33.3% | -26.3% |
| 3M | -26.4% | -2.3% | -24.0% | -25.8% |
| 6M | -41.0% | -8.4% | -32.6% | -38.0% |
| YTD | +23.8% | -5.9% | +29.7% | +26.3% |
| 1Y | +11.6% | -5.6% | +17.2% | +13.8% |
| 3Y | +403.5% | +104.2% | +299.3% | +207.0% |
| 5Y | +647.0% | +35.5% | +611.6% | +490.2% |
| All | +1,917.9% | +215.6% | +1,702.3% | +1,018.7% |
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