+176.9%
BRKR vs USFR
+27.7%
+149.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -8.7% | +0.1% | -8.8% | -8.7% |
| 30D | -9.9% | +0.4% | -10.2% | -9.9% |
| 3M | -3.1% | +1.0% | -4.1% | -3.1% |
| 6M | +45.5% | +2.0% | +43.5% | +45.5% |
| YTD | +13.7% | +2.8% | +10.9% | +13.7% |
| 1Y | +67.4% | +4.1% | +63.3% | +67.4% |
| 3Y | -13.2% | +14.1% | -27.4% | -13.5% |
| 5Y | -39.5% | +20.6% | -60.1% | -39.9% |
| 10Y | +153.5% | +28.1% | +125.3% | +151.3% |
| All | +176.9% | +27.7% | +149.2% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling