+45.5%
BRKR vs FDS
+22.8%
+22.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.3% |
| 7D | -8.7% | -14.0% | +5.3% | -8.9% |
| 30D | -9.9% | -6.2% | -3.6% | -9.5% |
| 3M | -3.1% | +10.2% | -13.2% | -1.8% |
| 6M | +45.5% | +27.4% | +18.0% | +47.7% |
| All | +45.5% | +22.8% | +22.7% | +47.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling