-36.8%
BRKR vs VYM
+77.5%
-114.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.1% |
| 7D | -8.7% | -0.8% | -7.9% | -7.7% |
| 30D | -9.9% | -2.2% | -7.6% | -7.3% |
| 3M | -3.1% | +3.1% | -6.2% | -7.1% |
| 6M | +45.5% | +9.7% | +35.8% | +29.4% |
| YTD | +13.7% | +14.9% | -1.2% | -4.4% |
| 1Y | +67.4% | +17.6% | +49.9% | +37.0% |
| 3Y | -13.2% | +65.3% | -78.5% | -51.6% |
| All | -36.8% | +77.5% | -114.4% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling