-13.2%
BRKR vs FGI
+6.2%
-19.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | -0.2% |
| 7D | -8.7% | +12.1% | -20.8% | -8.7% |
| 30D | -9.9% | +75.7% | -85.5% | -10.5% |
| 3M | -3.1% | +31.7% | -34.8% | -3.5% |
| 6M | +45.5% | +111.5% | -66.0% | +42.7% |
| YTD | +13.7% | +45.8% | -32.1% | +12.1% |
| 1Y | +67.4% | +112.5% | -45.1% | +63.7% |
| 3Y | -13.2% | +8.5% | -21.7% | -11.6% |
| All | -13.2% | +6.2% | -19.4% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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