+1,312.0%
EWY vs BRKR
+172.5%
+1,139.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -0.1% | -8.7% | +8.6% | +1.5% |
| 30D | +7.3% | -9.9% | +17.2% | +9.2% |
| 3M | -5.1% | -3.1% | -2.1% | -5.4% |
| 6M | +42.1% | +45.5% | -3.4% | +31.7% |
| YTD | +94.1% | +13.7% | +80.4% | +87.1% |
| 1Y | +147.8% | +67.4% | +80.4% | +122.2% |
| 3Y | +222.9% | -13.2% | +236.1% | +214.9% |
| 5Y | +150.6% | -39.5% | +190.1% | +156.6% |
| 10Y | +304.4% | +153.5% | +151.0% | +221.6% |
| All | +1,312.0% | +172.5% | +1,139.5% | +818.3% |
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 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