-93.6%
BARK vs VT
+57.4%
-151.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.4% | -1.9% |
| 7D | +15.1% | +0.4% | +14.7% | +13.9% |
| 30D | +19.0% | -2.6% | +21.5% | +23.7% |
| 3M | -15.0% | -3.2% | -11.7% | -10.7% |
| 6M | +5.4% | +0.9% | +4.5% | +2.8% |
| YTD | -20.9% | +11.3% | -32.2% | -34.8% |
| 1Y | -39.6% | +14.0% | -53.6% | -52.3% |
| 3Y | -40.4% | +75.8% | -116.2% | -78.2% |
| 5Y | -93.6% | +57.8% | -151.5% | -96.4% |
| All | -93.6% | +57.4% | -151.0% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling