+120.2%
BKR vs BRKR
+155.3%
-35.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -7.0% | -8.7% | +1.7% | -5.1% |
| 30D | -8.1% | -9.9% | +1.7% | -6.1% |
| 3M | -6.6% | -3.1% | -3.5% | -7.8% |
| 6M | +0.9% | +45.5% | -44.6% | -11.8% |
| YTD | +31.1% | +13.7% | +17.4% | +21.7% |
| 1Y | +27.7% | +67.4% | -39.7% | +5.5% |
| 3Y | +71.2% | -13.2% | +84.4% | +60.7% |
| 5Y | +177.6% | -39.5% | +217.1% | +186.6% |
| All | +120.2% | +155.3% | -35.2% | +48.8% |
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