-13.2%
BRKR vs EFV
+90.2%
-103.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.3% |
| 7D | -8.7% | -0.8% | -7.9% | -7.9% |
| 30D | -9.9% | +0.6% | -10.5% | -10.4% |
| 3M | -3.1% | +7.5% | -10.6% | -10.1% |
| 6M | +45.5% | +13.0% | +32.5% | +28.6% |
| YTD | +13.7% | +18.3% | -4.6% | -4.5% |
| 1Y | +67.4% | +26.7% | +40.7% | +31.3% |
| 3Y | -13.2% | +89.6% | -102.8% | -53.2% |
| All | -13.2% | +90.2% | -103.4% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling