+149.5%
BRKR vs VYM
+209.2%
-59.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.0% |
| 7D | -8.7% | -0.8% | -7.9% | -7.8% |
| 30D | -9.9% | -2.2% | -7.6% | -7.5% |
| 3M | -3.1% | +3.1% | -6.2% | -6.7% |
| 6M | +45.5% | +9.7% | +35.8% | +30.8% |
| YTD | +13.7% | +14.9% | -1.2% | -3.0% |
| 1Y | +67.4% | +17.6% | +49.9% | +39.4% |
| 3Y | -13.2% | +65.3% | -78.5% | -49.9% |
| 5Y | -39.5% | +78.7% | -118.2% | -67.8% |
| All | +149.5% | +209.2% | -59.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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