-91.4%
BAK vs VT
+223.7%
-315.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.1% | -1.2% |
| 7D | -4.3% | +0.4% | -4.6% | -4.8% |
| 30D | -38.5% | -2.6% | -35.9% | -36.2% |
| 3M | -51.1% | -3.2% | -47.9% | -48.7% |
| 6M | -69.6% | +0.9% | -70.6% | -70.4% |
| YTD | -62.0% | +11.3% | -73.3% | -67.8% |
| 1Y | -54.8% | +14.0% | -68.8% | -63.0% |
| 3Y | -86.1% | +75.8% | -162.0% | -94.1% |
| 5Y | -93.6% | +57.8% | -151.4% | -96.8% |
| 10Y | -91.4% | +219.8% | -311.2% | -98.7% |
| All | -91.4% | +223.7% | -315.1% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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