+8.9%
BKF vs VT
+345.0%
-336.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +4.8% |
| 7D | +4.5% | -4.2% | +8.7% | +9.4% |
| 30D | -2.0% | -5.8% | +3.8% | +4.6% |
| 3M | -5.5% | -5.2% | -0.2% | +0.1% |
| 6M | -7.1% | +0.1% | -7.2% | -7.8% |
| YTD | -10.7% | +8.2% | -18.9% | -18.9% |
| 1Y | -12.2% | +10.1% | -22.3% | -21.9% |
| 3Y | +22.3% | +69.7% | -47.3% | -34.7% |
| 5Y | -10.2% | +53.4% | -63.6% | -46.7% |
| 10Y | +43.0% | +219.2% | -176.2% | -65.8% |
| All | +8.9% | +345.0% | -336.0% | -81.5% |
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