+479.8%
FLEX vs BRKR
-11.8%
+491.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.3% |
| 7D | +5.7% | -8.7% | +14.4% | +8.5% |
| 30D | -7.0% | -9.9% | +2.8% | -4.3% |
| 3M | -23.8% | -3.1% | -20.7% | -25.1% |
| 6M | +82.6% | +45.5% | +37.2% | +56.7% |
| YTD | +91.6% | +13.7% | +77.9% | +74.2% |
| 1Y | +100.6% | +67.4% | +33.1% | +61.6% |
| 3Y | +479.8% | -13.2% | +493.0% | +439.1% |
| All | +479.8% | -11.8% | +491.5% | +439.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling