+37.1%
VSH vs BN
+83.8%
-46.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.6% |
| 7D | +4.1% | -2.5% | +6.5% | +6.0% |
| 30D | -4.2% | -9.5% | +5.3% | +3.0% |
| 3M | -50.0% | -10.4% | -39.6% | -45.8% |
| 6M | +80.2% | -6.4% | +86.5% | +87.1% |
| YTD | +121.1% | -11.9% | +133.0% | +137.8% |
| 1Y | +112.0% | -8.6% | +120.6% | +121.4% |
| All | +37.1% | +83.8% | -46.7% | -6.4% |
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