-51.5%
C vs BRKR
+172.5%
-224.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | +0.8% | -8.7% | +9.5% | +2.9% |
| 30D | +0.9% | -9.9% | +10.8% | +3.2% |
| 3M | +1.1% | -3.1% | +4.1% | +0.1% |
| 6M | +28.4% | +45.5% | -17.1% | +13.7% |
| YTD | +20.8% | +13.7% | +7.1% | +13.3% |
| 1Y | +43.4% | +67.4% | -24.0% | +21.2% |
| 3Y | +274.9% | -13.2% | +288.1% | +257.6% |
| 5Y | +136.7% | -39.5% | +176.2% | +141.7% |
| 10Y | +297.6% | +153.5% | +144.1% | +184.8% |
| All | -51.5% | +172.5% | -224.0% | -75.5% |
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