-36.8%
BRKR vs USFR
+20.6%
-57.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.1% |
| 7D | -8.7% | +0.1% | -8.8% | -8.4% |
| 30D | -9.9% | +0.4% | -10.2% | -9.2% |
| 3M | -3.1% | +1.0% | -4.1% | -0.9% |
| 6M | +45.5% | +2.0% | +43.5% | +51.0% |
| YTD | +13.7% | +2.8% | +10.9% | +19.3% |
| 1Y | +67.4% | +4.1% | +63.3% | +78.9% |
| 3Y | -13.2% | +14.1% | -27.4% | +5.1% |
| All | -36.8% | +20.6% | -57.4% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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