-93.0%
BARK vs VT
+58.5%
-151.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +1.1% |
| 7D | +9.0% | +2.9% | +6.1% | +4.0% |
| 30D | +13.6% | -2.5% | +16.1% | +17.9% |
| 3M | -14.5% | -3.3% | -11.2% | -10.2% |
| 6M | +3.4% | +1.5% | +1.9% | -0.2% |
| YTD | -24.5% | +11.4% | -35.8% | -37.9% |
| 1Y | -43.4% | +11.9% | -55.3% | -53.8% |
| 3Y | -44.8% | +73.9% | -118.7% | -79.4% |
| 5Y | -93.0% | +57.9% | -150.9% | -96.0% |
| All | -93.0% | +58.5% | -151.5% | -96.0% |
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