+1,024.4%
VRT vs BN
+35.3%
+989.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +5.9% |
| 7D | +13.6% | -1.2% | +14.8% | +14.7% |
| 30D | +6.8% | -10.9% | +17.7% | +17.6% |
| 3M | -3.2% | -11.1% | +7.9% | +6.5% |
| 6M | +20.3% | -4.4% | +24.7% | +23.4% |
| YTD | +79.6% | -14.1% | +93.7% | +99.6% |
| 1Y | +139.0% | -11.1% | +150.1% | +157.0% |
| 3Y | +644.6% | +75.6% | +569.0% | +338.5% |
| 5Y | +1,024.4% | +35.8% | +988.6% | +768.0% |
| All | +1,024.4% | +35.3% | +989.0% | +768.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling