+149.5%
BRKR vs VIG
+250.0%
-100.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -1.1% |
| 7D | -8.7% | -1.1% | -7.6% | -7.4% |
| 30D | -9.9% | -2.7% | -7.1% | -6.7% |
| 3M | -3.1% | +2.5% | -5.6% | -6.5% |
| 6M | +45.5% | +9.2% | +36.3% | +30.3% |
| YTD | +13.7% | +9.8% | +3.9% | +1.3% |
| 1Y | +67.4% | +12.4% | +55.0% | +45.2% |
| 3Y | -13.2% | +55.9% | -69.1% | -48.9% |
| 5Y | -39.5% | +63.9% | -103.4% | -66.2% |
| All | +149.5% | +250.0% | -100.6% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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