-36.8%
BRKR vs FDS
-29.0%
-7.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -8.7% | -14.0% | +5.3% | -4.8% |
| 30D | -9.9% | -6.2% | -3.6% | -8.3% |
| 3M | -3.1% | +10.2% | -13.2% | -7.1% |
| 6M | +45.5% | +27.4% | +18.0% | +30.6% |
| YTD | +13.7% | -9.3% | +22.9% | +17.2% |
| 1Y | +67.4% | -28.6% | +96.1% | +92.3% |
| 3Y | -13.2% | -36.8% | +23.6% | +4.1% |
| All | -36.8% | -29.0% | -7.8% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling