-96.2%
BARK vs VT
+88.1%
-184.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -0.9% |
| 7D | +15.2% | -0.1% | +15.4% | +15.1% |
| 30D | +17.0% | -3.1% | +20.0% | +22.5% |
| 3M | -12.4% | -3.5% | -8.9% | -7.7% |
| 6M | +3.6% | +0.5% | +3.2% | +1.9% |
| YTD | -22.2% | +10.8% | -33.0% | -35.2% |
| 1Y | -40.6% | +11.9% | -52.5% | -51.3% |
| 3Y | -43.2% | +73.0% | -116.1% | -77.9% |
| 5Y | -93.3% | +58.6% | -151.9% | -96.6% |
| All | -96.2% | +88.1% | -184.3% | -98.4% |
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 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