+2,397.0%
VRT vs BKR
+119.8%
+2,277.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.7% | +1.0% | -3.2% |
| 7D | -7.7% | -6.7% | -1.0% | -5.3% |
| 30D | -12.0% | -8.3% | -3.6% | -9.1% |
| 3M | -11.7% | -5.4% | -6.3% | -10.1% |
| 6M | -8.1% | +0.8% | -8.9% | -8.9% |
| YTD | +53.2% | +31.8% | +21.4% | +38.1% |
| 1Y | +81.7% | +28.6% | +53.1% | +64.6% |
| 3Y | +535.3% | +71.2% | +464.1% | +428.2% |
| 5Y | +916.4% | +179.2% | +737.1% | +606.3% |
| All | +2,397.0% | +119.8% | +2,277.1% | +1,174.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling