-39.5%
BKCH vs VT
+64.8%
-104.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -1.9% |
| 7D | +7.3% | +2.9% | +4.4% | -1.1% |
| 30D | -25.0% | -2.5% | -22.5% | -18.2% |
| 3M | -27.5% | -3.3% | -24.1% | -18.4% |
| 6M | -45.5% | +1.5% | -47.0% | -45.7% |
| YTD | -25.8% | +11.4% | -37.2% | -40.7% |
| 1Y | -43.8% | +11.9% | -55.7% | -55.3% |
| 3Y | +110.5% | +73.9% | +36.6% | -43.5% |
| 5Y | -63.8% | +57.9% | -121.7% | -83.8% |
| All | -39.5% | +64.8% | -104.3% | -75.8% |
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