+117.8%
EW vs BRKR
+155.3%
-37.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.7% |
| 7D | -6.2% | -8.7% | +2.5% | -3.7% |
| 30D | -9.3% | -9.9% | +0.5% | -6.8% |
| 3M | -1.6% | -3.1% | +1.5% | -3.0% |
| 6M | -0.8% | +45.5% | -46.3% | -15.8% |
| YTD | -1.0% | +13.7% | -14.7% | -9.4% |
| 1Y | +8.2% | +67.4% | -59.3% | -14.3% |
| 3Y | +12.7% | -13.2% | +25.9% | +4.7% |
| 5Y | -30.2% | -39.5% | +9.3% | -26.1% |
| All | +117.8% | +155.3% | -37.5% | +22.2% |
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