+39.4%
BKF vs VT
+215.5%
-176.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | +5.4% | -2.3% | +7.7% | +7.6% |
| 30D | -0.1% | -5.0% | +4.9% | +4.5% |
| 3M | -4.4% | -4.9% | +0.4% | -0.1% |
| 6M | -8.3% | -1.5% | -6.8% | -7.3% |
| YTD | -10.0% | +8.5% | -18.5% | -16.9% |
| 1Y | -11.4% | +11.4% | -22.8% | -20.2% |
| 3Y | +23.0% | +70.1% | -47.0% | -26.3% |
| 5Y | -9.6% | +53.7% | -63.3% | -40.3% |
| All | +39.4% | +215.5% | -176.1% | -58.3% |
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