+416.7%
EWZ vs BRKR
+172.5%
+244.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | +0.9% | -8.7% | +9.5% | +2.4% |
| 30D | +12.8% | -9.9% | +22.6% | +14.7% |
| 3M | +10.8% | -3.1% | +13.8% | +10.2% |
| 6M | +2.5% | +45.5% | -43.0% | -5.8% |
| YTD | +21.4% | +13.7% | +7.7% | +16.0% |
| 1Y | +32.8% | +67.4% | -34.6% | +17.9% |
| 3Y | +45.2% | -13.2% | +58.4% | +39.7% |
| 5Y | +63.0% | -39.5% | +102.5% | +64.3% |
| 10Y | +93.2% | +153.5% | -60.3% | +50.5% |
| All | +416.7% | +172.5% | +244.2% | +207.1% |
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