+224.5%
VT vs BRKR
+155.3%
+69.1%
-34.2%
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 | -1.1% | -8.7% | +7.6% | +0.9% |
| 30D | -1.0% | -9.9% | +8.9% | +1.2% |
| 3M | +3.2% | -3.1% | +6.2% | +2.1% |
| 6M | +12.5% | +45.5% | -33.0% | -0.8% |
| YTD | +14.1% | +13.7% | +0.4% | +6.5% |
| 1Y | +18.9% | +67.4% | -48.5% | -0.8% |
| 3Y | +74.1% | -13.2% | +87.3% | +64.8% |
| 5Y | +66.9% | -39.5% | +106.3% | +72.7% |
| All | +224.5% | +155.3% | +69.1% | +121.3% |
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