+420.5%
VUG vs BN
+257.9%
+162.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | +0.1% | -3.0% | +3.1% | +1.6% |
| 30D | -1.7% | -13.0% | +11.3% | +5.1% |
| 3M | +2.8% | -15.2% | +18.0% | +11.2% |
| 6M | +13.6% | -5.9% | +19.5% | +16.2% |
| YTD | +8.1% | -15.8% | +23.9% | +16.1% |
| 1Y | +13.1% | -12.2% | +25.3% | +18.6% |
| 3Y | +87.0% | +72.2% | +14.8% | +36.0% |
| 5Y | +76.0% | +33.2% | +42.8% | +43.5% |
| 10Y | +420.5% | +264.7% | +155.8% | +161.2% |
| All | +420.5% | +257.9% | +162.5% | +161.2% |
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