+93.1%
BKT vs VT
+374.2%
-281.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.4% | +0.4% | -1.9% | -1.5% |
| 30D | -1.5% | +1.0% | -2.4% | -1.6% |
| 3M | -0.1% | +2.4% | -2.5% | -0.4% |
| 6M | -2.6% | +12.0% | -14.6% | -4.2% |
| YTD | -1.0% | +15.3% | -16.4% | -3.1% |
| 1Y | -4.2% | +22.6% | -26.7% | -7.0% |
| 3Y | +13.6% | +74.7% | -61.1% | +4.6% |
| 5Y | -17.4% | +66.1% | -83.5% | -23.7% |
| 10Y | +8.5% | +225.0% | -216.5% | -9.7% |
| All | +93.1% | +374.2% | -281.1% | +41.7% |
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