-23.8%
BKR vs VLTO
+37.8%
-61.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +1.3% |
| 7D | +3.8% | +1.0% | +2.8% | +4.0% |
| 30D | -10.3% | +17.5% | -27.8% | -7.5% |
| 3M | -21.7% | +21.4% | -43.1% | -18.9% |
| 6M | -23.8% | +38.1% | -61.9% | -18.3% |
| All | -23.8% | +37.8% | -61.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 6mo: compounded portfolio wealth divided by compounded VLTO 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…
6mo analysis · Full analysis span regression · 6 months rolling