+379.7%
VRT vs BN
+96.7%
+282.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -2.3% |
| 7D | +10.5% | -1.0% | +11.5% | +11.6% |
| 30D | -9.3% | +14.0% | -23.3% | -19.6% |
| 3M | -29.6% | -9.0% | -20.6% | -24.6% |
| 6M | -45.4% | -8.8% | -36.5% | -41.9% |
| YTD | +24.8% | -10.3% | +35.1% | +31.9% |
| 1Y | +23.6% | -5.8% | +29.4% | +25.3% |
| 3Y | +379.7% | +94.8% | +284.9% | +216.8% |
| All | +379.7% | +96.7% | +282.9% | +216.8% |
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