+47,351.8%
FIX vs BRKR
+173.2%
+47,178.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | +0.7% | -9.8% | +10.5% | +2.9% |
| 30D | -5.7% | -6.1% | +0.4% | -4.5% |
| 3M | -7.4% | -2.4% | -5.0% | -7.9% |
| 6M | +15.1% | +46.7% | -31.6% | +3.8% |
| YTD | +70.7% | +14.0% | +56.7% | +61.9% |
| 1Y | +111.9% | +76.5% | +35.4% | +81.8% |
| 3Y | +759.5% | -11.7% | +771.2% | +733.5% |
| 5Y | +2,164.4% | -39.3% | +2,203.7% | +2,246.0% |
| 10Y | +5,942.0% | +154.1% | +5,788.0% | +4,558.9% |
| All | +47,351.8% | +173.2% | +47,178.6% | +27,892.7% |
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