+46.7%
F vs BRKR
-39.7%
+86.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -4.4% | -8.7% | +4.2% | -2.2% |
| 30D | +1.0% | -9.9% | +10.9% | +3.7% |
| 3M | -4.0% | -3.1% | -0.9% | -5.0% |
| 6M | +18.1% | +45.5% | -27.4% | +3.7% |
| YTD | +10.2% | +13.7% | -3.5% | +2.7% |
| 1Y | +24.3% | +67.4% | -43.1% | +2.7% |
| 3Y | +38.1% | -13.2% | +51.3% | +30.2% |
| All | +46.7% | -39.7% | +86.4% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling