+169.7%
EXE vs BRKR
-7.4%
+177.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.1% | -8.7% | +5.5% | -2.6% |
| 30D | -0.9% | -9.9% | +8.9% | -0.4% |
| 3M | +9.6% | -3.1% | +12.6% | +9.4% |
| 6M | -11.6% | +45.5% | -57.1% | -14.5% |
| YTD | -12.6% | +13.7% | -26.2% | -13.8% |
| 1Y | +1.2% | +67.4% | -66.3% | -4.1% |
| 3Y | +18.0% | -13.2% | +31.2% | +17.5% |
| 5Y | +101.1% | -39.5% | +140.6% | +98.0% |
| All | +169.7% | -7.4% | +177.1% | +152.2% |
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 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