+120.2%
BKR vs VUG
+424.7%
-304.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.2% |
| 7D | -7.0% | -0.5% | -6.5% | -6.7% |
| 30D | -8.1% | -1.0% | -7.2% | -7.6% |
| 3M | -6.6% | +3.5% | -10.1% | -9.3% |
| 6M | +0.9% | +14.2% | -13.3% | -8.9% |
| YTD | +31.1% | +8.5% | +22.6% | +22.6% |
| 1Y | +27.7% | +12.9% | +14.8% | +15.8% |
| 3Y | +71.2% | +85.6% | -14.4% | +6.1% |
| 5Y | +177.6% | +78.1% | +99.5% | +72.2% |
| All | +120.2% | +424.7% | -304.6% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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