+77.1%
BKR vs VYM
+488.1%
-411.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.5% |
| 7D | -7.0% | -0.8% | -6.2% | -6.0% |
| 30D | -8.1% | -2.2% | -5.9% | -5.3% |
| 3M | -6.6% | +3.1% | -9.7% | -10.5% |
| 6M | +0.9% | +9.7% | -8.9% | -11.2% |
| YTD | +31.1% | +14.9% | +16.2% | +8.6% |
| 1Y | +27.7% | +17.6% | +10.1% | +2.5% |
| 3Y | +71.2% | +65.3% | +5.9% | -12.3% |
| 5Y | +177.6% | +78.7% | +98.9% | +28.6% |
| 10Y | +122.7% | +208.2% | -85.5% | -46.2% |
| All | +77.1% | +488.1% | -411.0% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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