+94.9%
BKU vs VT
+221.4%
-126.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.1% |
| 7D | +1.8% | +1.0% | +0.8% | +0.5% |
| 30D | -2.0% | -0.2% | -1.7% | -1.7% |
| 3M | -2.7% | +4.5% | -7.3% | -8.8% |
| 6M | +3.2% | +14.1% | -10.9% | -14.5% |
| YTD | +4.3% | +14.8% | -10.4% | -14.3% |
| 1Y | +21.2% | +21.2% | 0.0% | -7.7% |
| 3Y | +104.2% | +76.6% | +27.7% | -5.1% |
| 5Y | +31.8% | +66.6% | -34.8% | -32.8% |
| 10Y | +94.9% | +222.3% | -127.4% | -53.5% |
| All | +94.9% | +221.4% | -126.5% | -53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling