+14.4%
FIX vs BRKR
+65.8%
-51.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +12.9% | -28.0% | -17.1% |
| 7D | -18.9% | +2.9% | -21.8% | -19.1% |
| 30D | -36.3% | -0.1% | -36.2% | -36.2% |
| 3M | -38.5% | +26.9% | -65.4% | -41.6% |
| 6M | -42.3% | +75.6% | -117.9% | -51.3% |
| YTD | +17.1% | +35.8% | -18.7% | +3.5% |
| 1Y | +14.4% | +58.6% | -44.3% | -7.0% |
| All | +14.4% | +65.8% | -51.4% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling