+123.4%
VRT vs BKR
+42.5%
+81.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +9.1% | +1.7% | +7.4% | +8.2% |
| 30D | +0.9% | +3.3% | -2.4% | -0.7% |
| 3M | -13.4% | -3.6% | -9.8% | -12.1% |
| 6M | +11.7% | +5.0% | +6.7% | +8.5% |
| YTD | +73.2% | +40.9% | +32.3% | +51.3% |
| 1Y | +123.4% | +39.2% | +84.2% | +101.2% |
| All | +123.4% | +42.5% | +81.0% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling