+388.2%
EFA vs BRKR
+231.2%
+157.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.5% | -8.7% | +7.1% | 0.0% |
| 30D | -1.7% | -9.9% | +8.2% | 0.0% |
| 3M | +3.5% | -3.1% | +6.6% | +2.9% |
| 6M | +9.5% | +45.5% | -36.0% | +0.6% |
| YTD | +12.9% | +13.7% | -0.8% | +7.8% |
| 1Y | +18.2% | +67.4% | -49.2% | +4.9% |
| 3Y | +64.8% | -13.2% | +78.1% | +59.1% |
| 5Y | +53.9% | -39.5% | +93.4% | +56.1% |
| 10Y | +144.8% | +153.5% | -8.7% | +89.8% |
| All | +388.2% | +231.2% | +157.0% | +195.5% |
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