+2,545.5%
VRT vs BKR
+135.5%
+2,410.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.4% |
| 7D | +2.4% | -1.5% | +3.9% | +3.0% |
| 30D | -2.7% | -0.7% | -2.0% | -2.5% |
| 3M | -9.2% | +0.5% | -9.7% | -9.6% |
| 6M | -0.5% | +6.6% | -7.1% | -3.4% |
| YTD | +62.3% | +41.3% | +21.1% | +42.6% |
| 1Y | +109.6% | +42.2% | +67.4% | +83.2% |
| 3Y | +573.1% | +83.4% | +489.6% | +445.7% |
| 5Y | +953.6% | +203.6% | +750.0% | +610.6% |
| All | +2,545.5% | +135.5% | +2,410.0% | +1,216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling