+120.2%
BKR vs VTRS
-48.4%
+168.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -7.0% | -2.2% | -4.8% | -6.3% |
| 30D | -8.1% | +3.3% | -11.4% | -9.1% |
| 3M | -6.6% | +2.0% | -8.6% | -7.7% |
| 6M | +0.9% | +19.9% | -19.1% | -6.3% |
| YTD | +31.1% | +35.7% | -4.6% | +16.2% |
| 1Y | +27.7% | +68.1% | -40.4% | +4.5% |
| 3Y | +71.2% | +87.1% | -15.9% | +29.5% |
| 5Y | +177.6% | +47.6% | +130.0% | +120.9% |
| All | +120.2% | -48.4% | +168.5% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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