+287.0%
BKR vs VUG
+1,240.0%
-953.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -0.7% | -1.7% | +1.0% | +0.9% |
| 3M | +0.5% | +2.8% | -2.3% | -3.2% |
| 6M | +6.6% | +13.6% | -7.0% | -7.9% |
| YTD | +41.3% | +8.1% | +33.2% | +28.0% |
| 1Y | +42.2% | +13.1% | +29.1% | +22.4% |
| 3Y | +83.4% | +87.0% | -3.5% | -11.5% |
| 5Y | +203.6% | +76.0% | +127.7% | +44.2% |
| 10Y | +139.9% | +420.5% | -280.5% | -74.0% |
| All | +287.0% | +1,240.0% | -953.0% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling