+72.2%
BKR vs VUG
+84.5%
-12.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.1% | -6.4% |
| 7D | -6.7% | -1.9% | -4.8% | -5.7% |
| 30D | -8.3% | -1.6% | -6.8% | -7.6% |
| 3M | -5.4% | +4.4% | -9.8% | -8.0% |
| 6M | +0.8% | +13.2% | -12.4% | -6.5% |
| YTD | +31.8% | +7.5% | +24.4% | +26.0% |
| 1Y | +28.6% | +12.5% | +16.1% | +19.3% |
| All | +72.2% | +84.5% | -12.3% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling