-91.9%
BAK vs VT
+214.8%
-306.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | +0.8% |
| 7D | -8.6% | -4.2% | -4.4% | -2.6% |
| 30D | -36.5% | -5.8% | -30.7% | -30.8% |
| 3M | -53.1% | -5.2% | -47.9% | -49.3% |
| 6M | -72.5% | +0.1% | -72.7% | -72.9% |
| YTD | -64.1% | +8.2% | -72.3% | -68.2% |
| 1Y | -57.8% | +10.1% | -67.9% | -63.6% |
| 3Y | -85.3% | +69.7% | -155.0% | -93.4% |
| 5Y | -93.7% | +53.4% | -147.1% | -96.7% |
| All | -91.9% | +214.8% | -306.7% | -98.8% |
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