+95.9%
VCIT vs BRKR
+372.2%
-276.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -1.0% | -9.8% | +8.8% | -0.9% |
| 30D | -1.3% | -6.1% | +4.7% | -1.3% |
| 3M | -1.6% | -2.4% | +0.8% | -1.6% |
| 6M | -2.3% | +46.7% | -49.0% | -2.9% |
| YTD | -1.7% | +14.0% | -15.7% | -2.1% |
| 1Y | -0.7% | +76.5% | -77.3% | -1.6% |
| 3Y | +18.1% | -11.7% | +29.8% | +17.7% |
| 5Y | +2.4% | -39.3% | +41.7% | +2.0% |
| 10Y | +28.8% | +154.1% | -125.3% | +29.6% |
| All | +95.9% | +372.2% | -276.3% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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