+149.5%
BRKR vs BTG
+159.3%
-9.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -8.7% | -3.8% | -4.9% | -8.3% |
| 30D | -9.9% | +3.6% | -13.5% | -10.2% |
| 3M | -3.1% | +32.0% | -35.1% | -6.1% |
| 6M | +45.5% | +3.4% | +42.1% | +43.8% |
| YTD | +13.7% | +20.8% | -7.1% | +10.8% |
| 1Y | +67.4% | +22.4% | +45.0% | +62.4% |
| 3Y | -13.2% | +91.7% | -104.9% | -19.7% |
| 5Y | -39.5% | +79.0% | -118.5% | -43.9% |
| All | +149.5% | +159.3% | -9.8% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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