+191.2%
BKR vs VCLT
+100.6%
+90.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.6% |
| 7D | -6.7% | -1.3% | -5.4% | -6.6% |
| 30D | -8.3% | -1.1% | -7.2% | -8.3% |
| 3M | -5.4% | -3.7% | -1.7% | -5.1% |
| 6M | +0.8% | -4.0% | +4.8% | +1.1% |
| YTD | +31.8% | -3.4% | +35.2% | +32.2% |
| 1Y | +28.6% | -4.1% | +32.7% | +29.0% |
| 3Y | +71.2% | +11.0% | +60.2% | +69.7% |
| 5Y | +179.2% | -17.0% | +196.2% | +178.1% |
| 10Y | +124.0% | +16.7% | +107.3% | +140.8% |
| All | +191.2% | +100.6% | +90.6% | +340.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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