+940.1%
VRT vs BKR
+174.4%
+765.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.7% | +1.0% | -2.7% |
| 7D | -7.7% | -6.7% | -1.0% | -4.8% |
| 30D | -12.0% | -8.3% | -3.6% | -8.6% |
| 3M | -11.7% | -5.4% | -6.3% | -9.8% |
| 6M | -8.1% | +0.8% | -8.9% | -9.1% |
| YTD | +53.2% | +31.8% | +21.4% | +34.9% |
| 1Y | +81.7% | +28.6% | +53.1% | +60.9% |
| 3Y | +535.3% | +71.2% | +464.1% | +415.3% |
| All | +940.1% | +174.4% | +765.7% | +681.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling