-36.8%
BRKR vs FIVE
+30.8%
-67.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -8.7% | -3.0% | -5.7% | -7.8% |
| 30D | -9.9% | +2.7% | -12.6% | -10.9% |
| 3M | -3.1% | +21.1% | -24.2% | -9.4% |
| 6M | +45.5% | +11.9% | +33.6% | +38.8% |
| YTD | +13.7% | +29.9% | -16.2% | +3.7% |
| 1Y | +67.4% | +67.8% | -0.4% | +41.2% |
| 3Y | -13.2% | +52.8% | -66.0% | -30.9% |
| All | -36.8% | +30.8% | -67.6% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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