+221.8%
VT vs BN
+290.8%
-69.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | +2.4% | -1.0% | +3.3% | +2.8% |
| 30D | -1.5% | +14.0% | -15.5% | -7.3% |
| 3M | -4.1% | -9.0% | +4.9% | -0.4% |
| 6M | +0.6% | -8.8% | +9.4% | +4.1% |
| YTD | +11.0% | -10.3% | +21.3% | +14.9% |
| 1Y | +13.3% | -5.8% | +19.2% | +14.7% |
| 3Y | +73.4% | +94.8% | -21.4% | +21.7% |
| 5Y | +57.4% | +31.5% | +26.0% | +29.5% |
| All | +221.8% | +290.8% | -69.0% | +59.5% |
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