+124.8%
VGT vs BRKR
-11.8%
+136.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -0.2% | -8.7% | +8.5% | +1.3% |
| 30D | -0.4% | -9.9% | +9.4% | +1.2% |
| 3M | +4.4% | -3.1% | +7.5% | +3.5% |
| 6M | +32.1% | +45.5% | -13.4% | +20.4% |
| YTD | +28.8% | +13.7% | +15.1% | +22.3% |
| 1Y | +35.3% | +67.4% | -32.1% | +18.6% |
| 3Y | +124.8% | -13.2% | +138.0% | +116.7% |
| All | +124.8% | -11.8% | +136.5% | +116.7% |
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