+226.0%
BRKR vs BG
+1,169.9%
-943.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | -8.7% | +3.1% | -11.8% | -9.5% |
| 30D | -9.9% | +10.2% | -20.1% | -12.5% |
| 3M | -3.1% | -1.7% | -1.4% | -3.4% |
| 6M | +45.5% | +1.0% | +44.5% | +43.4% |
| YTD | +13.7% | +39.9% | -26.2% | +1.6% |
| 1Y | +67.4% | +53.2% | +14.2% | +45.1% |
| 3Y | -13.2% | +16.3% | -29.5% | -20.0% |
| 5Y | -39.5% | +83.9% | -123.3% | -52.8% |
| 10Y | +153.5% | +165.1% | -11.7% | +64.8% |
| All | +226.0% | +1,169.9% | -943.9% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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