-32.2%
BRKR vs VSXY
+37.5%
-69.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.7% |
| 7D | -8.7% | +0.1% | -8.8% | -8.7% |
| 30D | -9.9% | -18.7% | +8.8% | -7.4% |
| 3M | -3.1% | -4.0% | +0.9% | -3.1% |
| 6M | +45.5% | +67.5% | -22.0% | +31.2% |
| YTD | +13.7% | +39.7% | -26.0% | +5.1% |
| 1Y | +67.4% | +180.0% | -112.5% | +37.8% |
| 3Y | -13.2% | +337.3% | -350.5% | -37.4% |
| 5Y | -39.5% | +22.7% | -62.1% | -49.7% |
| All | -32.2% | +37.5% | -69.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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