+577.7%
BRKR vs VYM
+488.1%
+89.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 3M | -3.1% | +3.1% | -6.2% | -6.9% |
| 6M | +45.5% | +9.7% | +35.8% | +30.2% |
| YTD | +13.7% | +14.9% | -1.2% | -3.6% |
| 1Y | +67.4% | +17.6% | +49.9% | +38.3% |
| 3Y | -13.2% | +65.3% | -78.5% | -51.5% |
| 5Y | -39.5% | +78.7% | -118.2% | -69.2% |
| 10Y | +153.5% | +208.2% | -54.7% | -33.0% |
| All | +577.7% | +488.1% | +89.6% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling