-8.2%
VFC vs BRKR
+100.6%
-108.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.7% |
| 7D | -1.6% | +2.5% | -4.1% | -2.3% |
| 30D | -11.6% | +11.5% | -23.1% | -14.4% |
| 3M | -18.1% | -2.4% | -15.7% | -19.4% |
| 6M | -27.4% | +52.3% | -79.7% | -40.8% |
| YTD | -24.8% | +24.5% | -49.3% | -34.8% |
| 1Y | -8.2% | +97.3% | -105.6% | -34.2% |
| All | -8.2% | +100.6% | -108.8% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling