+428.8%
BKE vs VT
+217.6%
+211.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -5.8% | -0.1% | -5.7% | -5.5% |
| 30D | -0.6% | -3.1% | +2.4% | +2.8% |
| 3M | -6.0% | -3.5% | -2.5% | -2.3% |
| 6M | -15.6% | +0.5% | -16.1% | -16.5% |
| YTD | -11.3% | +10.8% | -22.1% | -21.4% |
| 1Y | -18.6% | +11.9% | -30.5% | -28.8% |
| 3Y | +70.1% | +73.0% | -2.8% | -7.4% |
| 5Y | +51.9% | +58.6% | -6.7% | -8.5% |
| 10Y | +428.8% | +219.2% | +209.6% | +52.1% |
| All | +428.8% | +217.6% | +211.1% | +52.1% |
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