+3,790.9%
FN vs BRKR
+333.1%
+3,457.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.2% | +2.7% |
| 7D | +5.8% | -7.8% | +13.6% | +8.5% |
| 30D | -20.6% | -3.4% | -17.3% | -19.9% |
| 3M | -28.6% | -4.8% | -23.8% | -29.8% |
| 6M | -20.7% | +46.7% | -67.4% | -34.2% |
| YTD | -8.1% | +15.8% | -23.9% | -17.8% |
| 1Y | +13.3% | +75.4% | -62.1% | -13.5% |
| 3Y | +175.7% | -10.3% | +186.0% | +153.3% |
| 5Y | +297.4% | -38.8% | +336.2% | +309.9% |
| 10Y | +950.9% | +158.2% | +792.7% | +499.2% |
| All | +3,790.9% | +333.1% | +3,457.8% | +1,496.1% |
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 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