+9.7%
BKR vs VFC
+52.5%
-42.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.4% | -10.0% | -5.7% |
| 7D | -8.8% | +21.5% | -30.2% | -9.7% |
| 30D | -13.1% | +46.7% | -59.8% | -15.4% |
| 3M | -18.9% | +38.4% | -57.3% | -20.7% |
| 6M | -27.2% | +15.2% | -42.4% | -27.7% |
| YTD | +10.7% | +17.8% | -7.1% | +7.2% |
| 1Y | +9.7% | +55.6% | -45.9% | +2.9% |
| All | +9.7% | +52.5% | -42.8% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling