+437.2%
FE vs BRKR
+172.5%
+264.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -1.4% | -8.7% | +7.3% | -0.7% |
| 30D | -1.9% | -9.9% | +8.0% | -1.1% |
| 3M | -0.2% | -3.1% | +2.9% | -0.4% |
| 6M | -7.1% | +45.5% | -52.6% | -10.6% |
| YTD | +6.1% | +13.7% | -7.5% | +3.8% |
| 1Y | +10.1% | +67.4% | -57.4% | +4.0% |
| 3Y | +46.9% | -13.2% | +60.1% | +44.2% |
| 5Y | +50.0% | -39.5% | +89.5% | +50.5% |
| 10Y | +114.1% | +153.5% | -39.4% | +90.6% |
| All | +437.2% | +172.5% | +264.7% | +312.0% |
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