+383.8%
VNQ vs BRKR
+1,479.6%
-1,095.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | -1.8% | -10.0% | +8.2% | +0.8% |
| 30D | -4.6% | -8.7% | +4.2% | -2.6% |
| 3M | -3.4% | -2.8% | -0.6% | -4.5% |
| 6M | +4.4% | +56.4% | -52.0% | -10.1% |
| YTD | +8.7% | +12.0% | -3.4% | +1.3% |
| 1Y | +5.6% | +71.2% | -65.6% | -12.9% |
| 3Y | +29.4% | -21.1% | +50.4% | +25.0% |
| 5Y | +6.9% | -37.6% | +44.6% | +7.6% |
| 10Y | +64.6% | +147.4% | -82.8% | +8.5% |
| All | +383.8% | +1,479.6% | -1,095.8% | +85.0% |
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