+173.2%
BKR vs VMC
+45.8%
+127.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -6.9% | -6.7% |
| 7D | -6.7% | -3.7% | -3.0% | -5.7% |
| 30D | -8.3% | -12.8% | +4.4% | -4.7% |
| 3M | -5.4% | -7.9% | +2.5% | -3.8% |
| 6M | +0.8% | -7.5% | +8.3% | +1.8% |
| YTD | +31.8% | -11.6% | +43.5% | +34.8% |
| 1Y | +28.6% | -14.3% | +42.8% | +32.4% |
| 3Y | +71.2% | +18.5% | +52.7% | +56.6% |
| All | +173.2% | +45.8% | +127.4% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling