+566.3%
BKR vs VFC
+807.2%
-240.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | -1.5% | -2.3% | +0.8% | -0.8% |
| 30D | -0.7% | -13.4% | +12.7% | +3.7% |
| 3M | +0.5% | -23.7% | +24.2% | +7.5% |
| 6M | +6.6% | -24.5% | +31.1% | +13.3% |
| YTD | +41.3% | -27.8% | +69.1% | +51.7% |
| 1Y | +42.2% | -13.5% | +55.7% | +41.9% |
| 3Y | +83.4% | -27.1% | +110.6% | +64.8% |
| 5Y | +203.6% | -79.0% | +282.6% | +313.6% |
| 10Y | +139.9% | -68.7% | +208.7% | +178.1% |
| All | +566.3% | +807.2% | -240.9% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling