+284.0%
FITB vs BRKR
+155.3%
+128.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -0.3% | -8.7% | +8.4% | +2.4% |
| 30D | -5.7% | -9.9% | +4.2% | -3.0% |
| 3M | +3.2% | -3.1% | +6.2% | +1.6% |
| 6M | +23.4% | +45.5% | -22.1% | +4.0% |
| YTD | +18.8% | +13.7% | +5.1% | +8.1% |
| 1Y | +25.0% | +67.4% | -42.5% | -2.0% |
| 3Y | +131.2% | -13.2% | +144.4% | +114.8% |
| 5Y | +70.7% | -39.5% | +110.2% | +78.3% |
| All | +284.0% | +155.3% | +128.7% | +148.5% |
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