+290.1%
ETR vs BRKR
+155.3%
+134.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -1.8% | -8.7% | +6.9% | -0.7% |
| 30D | -1.8% | -9.9% | +8.1% | -0.6% |
| 3M | -3.6% | -3.1% | -0.5% | -4.1% |
| 6M | +2.6% | +45.5% | -42.9% | -4.3% |
| YTD | +16.0% | +13.7% | +2.3% | +11.7% |
| 1Y | +20.1% | +67.4% | -47.3% | +8.1% |
| 3Y | +143.6% | -13.2% | +156.8% | +136.3% |
| 5Y | +124.4% | -39.5% | +163.8% | +131.9% |
| All | +290.1% | +155.3% | +134.8% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling