+30.4%
BIL vs BRKR
+562.4%
-532.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | +0.1% | -8.7% | +8.7% | 0.0% |
| 30D | +0.3% | -9.9% | +10.1% | +0.3% |
| 3M | +0.9% | -3.1% | +4.0% | +0.9% |
| 6M | +1.8% | +45.5% | -43.7% | +1.9% |
| YTD | +2.5% | +13.7% | -11.2% | +2.5% |
| 1Y | +3.7% | +67.4% | -63.7% | +3.8% |
| 3Y | +14.1% | -13.2% | +27.3% | +14.1% |
| 5Y | +19.5% | -39.5% | +58.9% | +19.5% |
| 10Y | +25.3% | +153.5% | -128.2% | +25.5% |
| All | +30.4% | +562.4% | -532.0% | +30.9% |
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