-13.9%
BRKR vs VLTO
+24.3%
-38.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -8.7% | -2.3% | -6.4% | -7.4% |
| 30D | -9.9% | -2.7% | -7.2% | -8.5% |
| 3M | -3.1% | +14.0% | -17.1% | -11.6% |
| 6M | +45.5% | +3.3% | +42.2% | +40.8% |
| YTD | +13.7% | -5.4% | +19.1% | +16.7% |
| 1Y | +67.4% | -13.3% | +80.7% | +82.3% |
| All | -13.9% | +24.3% | -38.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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