+34.6%
BKR vs VG
-34.8%
+69.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.0% | -6.8% |
| 7D | -6.7% | +7.0% | -13.7% | -7.5% |
| 30D | -8.3% | +17.2% | -25.6% | -10.3% |
| 3M | -5.4% | +16.8% | -22.2% | -8.1% |
| 6M | +0.8% | +36.3% | -35.5% | -6.0% |
| YTD | +31.8% | +127.9% | -96.1% | +11.1% |
| 1Y | +28.6% | +11.7% | +16.9% | +22.0% |
| All | +34.6% | -34.8% | +69.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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