+402.8%
VUG vs BN
+290.8%
+112.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.1% |
| 7D | +2.5% | -1.0% | +3.5% | +3.0% |
| 30D | -6.3% | +14.0% | -20.2% | -12.4% |
| 3M | -6.0% | -9.0% | +3.0% | -2.0% |
| 6M | -3.5% | -8.8% | +5.3% | +0.2% |
| YTD | +3.9% | -10.3% | +14.2% | +7.9% |
| 1Y | +5.1% | -5.8% | +10.9% | +6.5% |
| 3Y | +77.9% | +94.8% | -16.9% | +21.9% |
| 5Y | +62.4% | +31.5% | +30.9% | +32.8% |
| All | +402.8% | +290.8% | +112.0% | +145.4% |
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 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