+49.3%
BKR vs VT
+217.6%
-168.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | -9.1% | -0.1% | -8.9% | -9.0% |
| 30D | -15.3% | -3.1% | -12.3% | -12.2% |
| 3M | -25.1% | -3.5% | -21.6% | -21.9% |
| 6M | -24.6% | +0.5% | -25.1% | -25.4% |
| YTD | +6.5% | +10.8% | -4.2% | -7.0% |
| 1Y | -0.6% | +11.9% | -12.5% | -14.3% |
| 3Y | +48.0% | +73.0% | -24.9% | -25.8% |
| 5Y | +122.0% | +58.6% | +63.4% | +22.8% |
| 10Y | +49.3% | +219.2% | -169.9% | -62.2% |
| All | +49.3% | +217.6% | -168.3% | -62.2% |
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