+6.8%
VRT vs BN
-6.6%
+13.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.8% | +5.8% | +7.7% |
| 7D | -10.6% | +3.6% | -14.2% | -12.1% |
| 30D | -17.4% | +15.9% | -33.3% | -24.1% |
| 3M | -26.4% | -2.3% | -24.0% | -25.4% |
| 6M | -41.0% | -8.4% | -32.6% | -38.1% |
| YTD | +23.8% | -5.9% | +29.7% | +20.4% |
| All | +6.8% | -6.6% | +13.5% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling