+375.1%
VT vs BRKR
+377.5%
-2.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.0% | +4.2% | -3.2% | 0.0% |
| 30D | -0.2% | +9.3% | -9.5% | -2.6% |
| 3M | +4.5% | +3.8% | +0.7% | +1.9% |
| 6M | +14.1% | +59.5% | -45.5% | -1.3% |
| YTD | +14.8% | +24.2% | -9.4% | +5.1% |
| 1Y | +21.2% | +90.5% | -69.3% | -1.4% |
| 3Y | +76.6% | -3.8% | +80.4% | +63.1% |
| 5Y | +66.6% | -34.8% | +101.4% | +67.1% |
| 10Y | +222.3% | +167.6% | +54.7% | +115.4% |
| All | +375.1% | +377.5% | -2.5% | +199.4% |
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