+521.9%
BKR vs VMC
+3,093.3%
-2,571.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -6.9% | -6.8% |
| 7D | -6.7% | -3.7% | -3.0% | -5.3% |
| 30D | -8.3% | -12.8% | +4.4% | -3.2% |
| 3M | -5.4% | -7.9% | +2.5% | -3.0% |
| 6M | +0.8% | -7.5% | +8.3% | +2.5% |
| YTD | +31.8% | -11.6% | +43.5% | +36.1% |
| 1Y | +28.6% | -14.3% | +42.8% | +33.9% |
| 3Y | +71.2% | +18.5% | +52.7% | +53.6% |
| 5Y | +179.2% | +46.8% | +132.5% | +123.6% |
| 10Y | +124.0% | +153.2% | -29.3% | +36.3% |
| All | +521.9% | +3,093.3% | -2,571.4% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling