-8.9%
BIRK vs VT
+75.3%
-84.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -3.1% |
| 7D | -1.8% | -0.7% | -1.1% | -1.1% |
| 30D | +8.2% | -1.7% | +9.9% | +10.2% |
| 3M | -2.3% | -2.3% | 0.0% | +0.5% |
| 6M | -6.5% | +1.5% | -8.0% | -8.4% |
| YTD | -10.5% | +12.0% | -22.5% | -22.1% |
| 1Y | -6.8% | +12.9% | -19.7% | -19.6% |
| 3Y | -9.9% | +74.9% | -84.9% | -53.8% |
| All | -8.9% | +75.3% | -84.2% | -53.4% |
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 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