-13.2%
BRKR vs VSXY
+352.7%
-365.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.6% |
| 7D | -8.7% | +0.1% | -8.8% | -8.7% |
| 30D | -9.9% | -18.7% | +8.8% | -7.6% |
| 3M | -3.1% | -4.0% | +0.9% | -3.1% |
| 6M | +45.5% | +67.5% | -22.0% | +31.8% |
| YTD | +13.7% | +39.7% | -26.0% | +5.5% |
| 1Y | +67.4% | +180.0% | -112.5% | +38.5% |
| 3Y | -13.2% | +337.3% | -350.5% | -36.5% |
| All | -13.2% | +352.7% | -365.9% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling