+486.9%
EL vs BRKR
+172.5%
+314.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -6.5% | -8.7% | +2.2% | -5.3% |
| 30D | +11.1% | -9.9% | +21.0% | +12.8% |
| 3M | +10.7% | -3.1% | +13.8% | +10.2% |
| 6M | +6.9% | +45.5% | -38.6% | -0.3% |
| YTD | -6.3% | +13.7% | -20.0% | -9.6% |
| 1Y | +13.5% | +67.4% | -54.0% | +3.2% |
| 3Y | -33.1% | -13.2% | -19.8% | -34.2% |
| 5Y | -68.8% | -39.5% | -29.3% | -68.0% |
| 10Y | +26.1% | +153.5% | -127.4% | +9.0% |
| All | +486.9% | +172.5% | +314.4% | +344.5% |
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