+1,512.9%
ALL vs BRKR
+172.5%
+1,340.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -2.3% | -8.7% | +6.4% | -1.0% |
| 30D | -0.4% | -9.9% | +9.4% | +0.9% |
| 3M | +16.0% | -3.1% | +19.1% | +15.3% |
| 6M | +24.6% | +45.5% | -20.9% | +15.5% |
| YTD | +23.7% | +13.7% | +10.0% | +18.5% |
| 1Y | +27.7% | +67.4% | -39.7% | +14.8% |
| 3Y | +150.2% | -13.2% | +163.5% | +140.5% |
| 5Y | +117.1% | -39.5% | +156.6% | +117.2% |
| 10Y | +365.1% | +153.5% | +211.6% | +265.8% |
| All | +1,512.9% | +172.5% | +1,340.4% | +875.0% |
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