+14.5%
BKF vs VT
+374.2%
-359.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.7% | +0.4% | +0.2% | +0.2% |
| 30D | -0.7% | +1.0% | -1.7% | -1.8% |
| 3M | +1.9% | +2.4% | -0.5% | -1.1% |
| 6M | -2.0% | +12.0% | -14.0% | -14.1% |
| YTD | -6.1% | +15.3% | -21.5% | -20.4% |
| 1Y | -2.8% | +22.6% | -25.4% | -23.2% |
| 3Y | +23.7% | +74.7% | -51.0% | -35.9% |
| 5Y | -10.3% | +66.1% | -76.4% | -51.2% |
| 10Y | +45.1% | +225.0% | -179.9% | -65.7% |
| All | +14.5% | +374.2% | -359.7% | -81.9% |
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