-50.0%
VTRS vs BN
+265.2%
-315.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -2.2% | -5.2% | +3.0% | 0.0% |
| 30D | +3.3% | -14.5% | +17.8% | +10.0% |
| 3M | +2.0% | -15.0% | +17.0% | +8.8% |
| 6M | +19.9% | -5.4% | +25.3% | +22.0% |
| YTD | +35.7% | -16.4% | +52.2% | +44.8% |
| 1Y | +68.1% | -16.2% | +84.3% | +78.5% |
| 3Y | +87.1% | +67.5% | +19.6% | +44.7% |
| 5Y | +47.6% | +34.1% | +13.5% | +22.4% |
| All | -50.0% | +265.2% | -315.1% | -72.8% |
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