+951.4%
ED vs BRKR
+172.5%
+778.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -0.8% | -8.7% | +7.9% | -0.4% |
| 30D | -0.4% | -9.9% | +9.4% | 0.0% |
| 3M | +0.5% | -3.1% | +3.5% | +0.3% |
| 6M | -3.1% | +45.5% | -48.6% | -5.2% |
| YTD | +9.8% | +13.7% | -3.9% | +8.5% |
| 1Y | +12.6% | +67.4% | -54.8% | +9.1% |
| 3Y | +31.4% | -13.2% | +44.6% | +30.0% |
| 5Y | +69.4% | -39.5% | +108.9% | +69.7% |
| 10Y | +108.7% | +153.5% | -44.8% | +95.0% |
| All | +951.4% | +172.5% | +778.9% | +828.3% |
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