+91.8%
BKT vs VT
+345.0%
-253.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.1% |
| 7D | +1.1% | -4.2% | +5.3% | +1.7% |
| 30D | +6.0% | -5.8% | +11.8% | +6.9% |
| 3M | -2.1% | -5.2% | +3.1% | -1.4% |
| 6M | -1.2% | +0.1% | -1.4% | -1.3% |
| YTD | -1.7% | +8.2% | -9.9% | -2.9% |
| 1Y | -1.6% | +10.1% | -11.7% | -3.1% |
| 3Y | +17.6% | +69.7% | -52.1% | +8.8% |
| 5Y | -14.6% | +53.4% | -68.0% | -20.3% |
| 10Y | +10.1% | +219.2% | -209.2% | -8.2% |
| All | +91.8% | +345.0% | -253.2% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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