+273.1%
BOKF vs VT
+345.0%
-71.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | +2.5% |
| 7D | -1.8% | -4.2% | +2.4% | +2.5% |
| 30D | +1.5% | -5.8% | +7.3% | +7.7% |
| 3M | -9.6% | -5.2% | -4.4% | -4.8% |
| 6M | -2.6% | +0.1% | -2.7% | -3.6% |
| YTD | +11.3% | +8.2% | +3.1% | +1.2% |
| 1Y | +23.8% | +10.1% | +13.7% | +10.6% |
| 3Y | +99.7% | +69.7% | +30.0% | +14.0% |
| 5Y | +34.0% | +53.4% | -19.4% | -15.6% |
| 10Y | +135.9% | +219.2% | -83.3% | -24.6% |
| All | +273.1% | +345.0% | -71.9% | -5.2% |
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