+77.7%
VUG vs BN
+90.6%
-12.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -3.4% | +5.3% | -8.7% | -5.7% |
| 30D | -11.1% | +11.9% | -23.0% | -15.5% |
| 3M | -7.2% | -5.7% | -1.5% | -5.1% |
| 6M | -4.1% | -10.6% | +6.5% | +0.2% |
| YTD | +1.4% | -9.4% | +10.7% | +4.5% |
| 1Y | +1.9% | -8.8% | +10.7% | +4.6% |
| 3Y | +77.7% | +95.6% | -17.9% | +38.5% |
| All | +77.7% | +90.6% | -12.9% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling