+377.4%
VT vs BN
+664.8%
-287.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.4% | -2.5% | +2.9% | +1.7% |
| 30D | +1.0% | -9.5% | +10.5% | +6.0% |
| 3M | +2.4% | -10.4% | +12.8% | +7.9% |
| 6M | +12.0% | -6.4% | +18.4% | +14.8% |
| YTD | +15.3% | -11.9% | +27.2% | +21.2% |
| 1Y | +22.6% | -8.6% | +31.2% | +26.0% |
| 3Y | +74.7% | +77.6% | -2.9% | +23.0% |
| 5Y | +66.1% | +37.0% | +29.1% | +30.0% |
| 10Y | +225.0% | +266.4% | -41.4% | +39.5% |
| All | +377.4% | +664.8% | -287.3% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling