+636.3%
BKE vs VT
+374.2%
+262.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.6% | +0.4% | -1.1% | -1.0% |
| 30D | -5.0% | +1.0% | -6.0% | -5.9% |
| 3M | -0.1% | +2.4% | -2.5% | -2.8% |
| 6M | -17.4% | +12.0% | -29.4% | -26.0% |
| YTD | -12.7% | +15.3% | -28.1% | -24.1% |
| 1Y | -22.1% | +22.6% | -44.7% | -36.0% |
| 3Y | +52.0% | +74.7% | -22.7% | -9.4% |
| 5Y | +82.8% | +66.1% | +16.6% | +15.0% |
| 10Y | +382.1% | +225.0% | +157.1% | +72.8% |
| All | +636.3% | +374.2% | +262.1% | +83.7% |
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