+392.9%
BAC vs BRKR
+155.3%
+237.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | 0.0% | -8.7% | +8.7% | +2.4% |
| 30D | -2.8% | -9.9% | +7.1% | -0.4% |
| 3M | +14.2% | -3.1% | +17.3% | +12.7% |
| 6M | +30.5% | +45.5% | -15.0% | +12.2% |
| YTD | +15.8% | +13.7% | +2.1% | +6.6% |
| 1Y | +26.2% | +67.4% | -41.3% | +1.3% |
| 3Y | +136.5% | -13.2% | +149.7% | +120.4% |
| 5Y | +75.9% | -39.5% | +115.4% | +83.0% |
| All | +392.9% | +155.3% | +237.6% | +206.3% |
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