+11.0%
EWJ vs BRKR
+53.7%
-42.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.6% | -0.7% |
| 7D | -5.0% | +7.4% | -12.4% | -5.8% |
| 30D | -10.2% | +2.7% | -12.9% | -10.6% |
| 3M | -7.2% | +19.7% | -26.9% | -9.4% |
| 6M | -3.2% | +45.2% | -48.4% | -10.1% |
| YTD | +9.9% | +30.6% | -20.7% | +1.6% |
| 1Y | +11.0% | +56.6% | -45.7% | -1.2% |
| All | +11.0% | +53.7% | -42.7% | -1.2% |
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 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