+942.2%
VTI vs BKR
+246.1%
+696.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.0% | +1.3% |
| 7D | -2.0% | -6.7% | +4.6% | -0.2% |
| 30D | -1.9% | -8.3% | +6.4% | +0.4% |
| 3M | +4.5% | -5.4% | +9.9% | +5.7% |
| 6M | +12.6% | +0.8% | +11.8% | +11.2% |
| YTD | +12.0% | +31.8% | -19.9% | +2.2% |
| 1Y | +17.3% | +28.6% | -11.2% | +7.4% |
| 3Y | +75.3% | +71.2% | +4.1% | +45.0% |
| 5Y | +74.0% | +179.2% | -105.2% | +20.2% |
| 10Y | +300.0% | +124.0% | +176.1% | +162.6% |
| All | +942.2% | +246.1% | +696.2% | +349.5% |
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