+73.3%
BKH vs VT
+221.4%
-148.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.7% |
| 7D | +2.5% | +1.0% | +1.5% | +1.7% |
| 30D | +0.3% | -0.2% | +0.6% | +0.5% |
| 3M | +3.8% | +4.5% | -0.8% | +0.1% |
| 6M | +2.9% | +14.1% | -11.2% | -7.3% |
| YTD | +10.0% | +14.8% | -4.8% | -1.7% |
| 1Y | +31.9% | +21.2% | +10.7% | +12.9% |
| 3Y | +56.2% | +76.6% | -20.4% | -2.4% |
| 5Y | +29.7% | +66.6% | -36.9% | -16.2% |
| 10Y | +73.3% | +222.3% | -149.0% | -42.2% |
| All | +73.3% | +221.4% | -148.1% | -42.2% |
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