-95.7%
BARK vs VT
+95.8%
-191.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -1.6% | +0.4% | -2.1% | -2.5% |
| 30D | +15.6% | +1.0% | +14.6% | +14.0% |
| 3M | +11.8% | +2.4% | +9.4% | +7.0% |
| 6M | -34.0% | +12.0% | -46.0% | -45.6% |
| YTD | -10.9% | +15.3% | -26.3% | -30.2% |
| 1Y | -39.8% | +22.6% | -62.4% | -57.2% |
| 3Y | -66.4% | +74.7% | -141.1% | -87.0% |
| 5Y | -93.9% | +66.1% | -160.0% | -97.1% |
| All | -95.7% | +95.8% | -191.5% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling