-8.7%
ETN vs BRKR
+53.7%
-62.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.6% | -1.1% | +3.8% |
| 7D | -7.6% | +7.4% | -15.1% | -8.5% |
| 30D | -20.8% | +2.7% | -23.4% | -20.9% |
| 3M | -23.6% | +19.7% | -43.2% | -25.3% |
| 6M | -18.5% | +45.2% | -63.7% | -22.9% |
| YTD | +8.2% | +30.6% | -22.4% | +0.3% |
| 1Y | -8.7% | +56.6% | -65.3% | -21.3% |
| All | -8.7% | +53.7% | -62.4% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling