-20.3%
VFC vs BRKR
-11.8%
-8.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | -1.4% | -8.7% | +7.3% | +2.0% |
| 30D | -9.0% | -9.9% | +0.9% | -5.7% |
| 3M | -24.2% | -3.1% | -21.1% | -25.7% |
| 6M | -18.5% | +45.5% | -64.0% | -34.8% |
| YTD | -25.9% | +13.7% | -39.6% | -34.4% |
| 1Y | -13.0% | +67.4% | -80.4% | -36.3% |
| 3Y | -20.3% | -13.2% | -7.1% | -25.6% |
| All | -20.3% | -11.8% | -8.6% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling