+17.5%
BKR vs VT
+360.7%
-343.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.0% |
| 7D | -0.4% | -0.7% | +0.2% | +0.6% |
| 30D | -11.6% | -1.7% | -9.9% | -9.7% |
| 3M | -23.4% | -2.3% | -21.1% | -21.2% |
| 6M | -22.9% | +1.5% | -24.4% | -24.7% |
| YTD | +10.2% | +12.0% | -1.8% | -5.7% |
| 1Y | +2.5% | +12.9% | -10.3% | -13.1% |
| 3Y | +53.1% | +74.9% | -21.8% | -26.0% |
| 5Y | +127.1% | +59.9% | +67.2% | +20.5% |
| 10Y | +56.4% | +224.6% | -168.3% | -65.5% |
| All | +17.5% | +360.7% | -343.2% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling