+13.8%
VRT vs BKR
+5.7%
+8.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.5% | -7.4% | -10.3% |
| 7D | -15.4% | -8.8% | -6.6% | -11.6% |
| 30D | -19.0% | -13.1% | -5.9% | -14.4% |
| 3M | -23.8% | -18.9% | -4.9% | -16.6% |
| 6M | -37.9% | -27.2% | -10.6% | -28.1% |
| YTD | +27.0% | +10.7% | +16.3% | +15.3% |
| 1Y | +13.8% | +9.7% | +4.1% | -2.0% |
| All | +13.8% | +5.7% | +8.1% | -2.0% |
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