-23.5%
BKD vs VT
+224.4%
-247.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -3.3% |
| 7D | -17.6% | -0.7% | -16.9% | -17.0% |
| 30D | -10.0% | -1.7% | -8.2% | -8.0% |
| 3M | -26.5% | -2.3% | -24.2% | -24.6% |
| 6M | -28.0% | +1.5% | -29.5% | -30.8% |
| YTD | -14.6% | +12.0% | -26.6% | -29.2% |
| 1Y | -9.7% | +12.9% | -22.6% | -26.1% |
| 3Y | +120.6% | +74.9% | +45.6% | -7.0% |
| 5Y | +30.4% | +59.9% | -29.5% | -36.2% |
| 10Y | -23.5% | +224.6% | -248.1% | -87.3% |
| All | -23.5% | +224.4% | -247.8% | -87.3% |
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 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