+124.6%
BOKF vs VT
+223.7%
-99.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -1.5% |
| 7D | -0.8% | +0.4% | -1.2% | -1.4% |
| 30D | +4.8% | -2.6% | +7.4% | +7.8% |
| 3M | -8.2% | -3.2% | -4.9% | -4.9% |
| 6M | +0.2% | +0.9% | -0.8% | -2.0% |
| YTD | +12.5% | +11.3% | +1.2% | -2.7% |
| 1Y | +24.1% | +14.0% | +10.1% | +4.2% |
| 3Y | +103.2% | +75.8% | +27.3% | -0.1% |
| 5Y | +35.2% | +57.8% | -22.7% | -23.8% |
| 10Y | +124.6% | +219.8% | -95.2% | -40.4% |
| All | +124.6% | +223.7% | -99.1% | -40.4% |
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