+1,115.5%
FLEX vs BRKR
+155.3%
+960.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.3% |
| 7D | +5.7% | -8.7% | +14.4% | +9.6% |
| 30D | -7.0% | -9.9% | +2.8% | -3.3% |
| 3M | -23.8% | -3.1% | -20.7% | -25.4% |
| 6M | +82.6% | +45.5% | +37.2% | +49.0% |
| YTD | +91.6% | +13.7% | +77.9% | +71.3% |
| 1Y | +100.6% | +67.4% | +33.1% | +48.9% |
| 3Y | +479.8% | -13.2% | +493.0% | +435.0% |
| 5Y | +746.5% | -39.5% | +786.0% | +803.9% |
| All | +1,115.5% | +155.3% | +960.2% | +625.2% |
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