+145.7%
VMC vs BRKR
+155.3%
-9.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.8% | -8.7% | +4.9% | -1.7% |
| 30D | -9.7% | -9.9% | +0.2% | -7.6% |
| 3M | -9.6% | -3.1% | -6.5% | -10.4% |
| 6M | -4.8% | +45.5% | -50.3% | -15.6% |
| YTD | -10.9% | +13.7% | -24.6% | -16.4% |
| 1Y | -15.6% | +67.4% | -83.0% | -29.1% |
| 3Y | +19.3% | -13.2% | +32.5% | +14.0% |
| 5Y | +48.0% | -39.5% | +87.5% | +53.6% |
| All | +145.7% | +155.3% | -9.6% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling