+842.3%
EEM vs BRKR
+1,863.9%
-1,021.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -1.3% | -8.7% | +7.4% | +0.8% |
| 30D | +2.1% | -9.9% | +11.9% | +4.4% |
| 3M | +1.0% | -3.1% | +4.1% | +0.3% |
| 6M | +15.9% | +45.5% | -29.6% | +3.8% |
| YTD | +24.6% | +13.7% | +11.0% | +17.5% |
| 1Y | +32.3% | +67.4% | -35.2% | +13.0% |
| 3Y | +85.9% | -13.2% | +99.1% | +77.1% |
| 5Y | +45.4% | -39.5% | +84.8% | +47.8% |
| 10Y | +130.1% | +153.5% | -23.4% | +60.4% |
| All | +842.3% | +1,863.9% | -1,021.6% | +316.5% |
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