+155.3%
BKU vs VT
+363.7%
-208.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | 0.0% | +0.4% | -0.5% | -0.5% |
| 30D | -2.3% | +1.0% | -3.3% | -3.4% |
| 3M | -1.2% | +2.4% | -3.6% | -4.2% |
| 6M | -0.5% | +12.0% | -12.5% | -13.1% |
| YTD | +6.2% | +15.3% | -9.1% | -10.3% |
| 1Y | +21.0% | +22.6% | -1.5% | -4.7% |
| 3Y | +89.4% | +74.7% | +14.7% | +2.2% |
| 5Y | +30.9% | +66.1% | -35.2% | -24.3% |
| 10Y | +98.4% | +225.0% | -126.6% | -35.8% |
| All | +155.3% | +363.7% | -208.4% | -36.2% |
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