+396.2%
VUG vs BN
+280.2%
+116.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -1.2% | +4.3% | -5.5% | -3.2% |
| 30D | -8.9% | +14.3% | -23.2% | -14.9% |
| 3M | -5.9% | -4.1% | -1.8% | -4.4% |
| 6M | -3.3% | -9.7% | +6.4% | +0.9% |
| YTD | +3.4% | -7.1% | +10.6% | +5.6% |
| 1Y | +1.9% | -7.4% | +9.3% | +4.1% |
| 3Y | +76.9% | +102.3% | -25.4% | +19.1% |
| 5Y | +63.9% | +35.9% | +27.9% | +31.8% |
| 10Y | +396.2% | +289.2% | +107.0% | +144.2% |
| All | +396.2% | +280.2% | +116.0% | +144.2% |
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