+155.8%
EXC vs BRKR
+155.3%
+0.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.1% | -8.7% | +7.6% | 0.0% |
| 30D | -3.6% | -9.9% | +6.2% | -2.5% |
| 3M | -4.3% | -3.1% | -1.2% | -4.8% |
| 6M | -9.9% | +45.5% | -55.4% | -16.4% |
| YTD | +1.8% | +13.7% | -11.9% | -2.3% |
| 1Y | +2.9% | +67.4% | -64.6% | -8.4% |
| 3Y | +19.1% | -13.2% | +32.3% | +15.2% |
| 5Y | +44.8% | -39.5% | +84.3% | +50.8% |
| All | +155.8% | +155.3% | +0.5% | +86.9% |
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