+19.7%
BROS vs BRKR
-36.8%
+56.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -5.8% | -8.7% | +2.9% | -2.9% |
| 30D | -14.0% | -9.9% | -4.1% | -11.1% |
| 3M | -32.5% | -3.1% | -29.4% | -33.3% |
| 6M | -14.9% | +45.5% | -60.4% | -29.0% |
| YTD | -28.3% | +13.7% | -42.0% | -34.9% |
| 1Y | -34.0% | +67.4% | -101.4% | -48.6% |
| 3Y | +63.0% | -13.2% | +76.2% | +47.0% |
| All | +19.7% | -36.8% | +56.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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