+139.9%
BKR vs VT
+222.7%
-82.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.3% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | -0.7% | -0.7% | 0.0% | 0.0% |
| 3M | +0.5% | +4.0% | -3.5% | -4.6% |
| 6M | +6.6% | +12.3% | -5.7% | -8.2% |
| YTD | +41.3% | +14.0% | +27.2% | +19.3% |
| 1Y | +42.2% | +20.3% | +21.9% | +12.3% |
| 3Y | +83.4% | +75.4% | +8.0% | -9.4% |
| 5Y | +203.6% | +66.0% | +137.7% | +59.0% |
| 10Y | +139.9% | +228.2% | -88.3% | -39.9% |
| All | +139.9% | +222.7% | -82.7% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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