+178.5%
VSH vs BN
+268.0%
-89.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +2.0% |
| 7D | +3.5% | -3.0% | +6.5% | +5.6% |
| 30D | -4.4% | -13.0% | +8.6% | +4.8% |
| 3M | -45.8% | -15.2% | -30.6% | -39.6% |
| 6M | +90.1% | -5.9% | +96.1% | +96.6% |
| YTD | +120.3% | -15.8% | +136.1% | +143.6% |
| 1Y | +112.2% | -12.2% | +124.4% | +128.4% |
| 3Y | +36.6% | +72.2% | -35.6% | -5.6% |
| 5Y | +67.0% | +33.2% | +33.8% | +31.8% |
| All | +178.5% | +268.0% | -89.6% | +23.3% |
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 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