+47.7%
FND vs BRKR
+131.1%
-83.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -5.8% | -8.7% | +2.9% | -1.8% |
| 30D | -20.2% | -9.9% | -10.4% | -16.7% |
| 3M | -12.0% | -3.1% | -8.9% | -14.3% |
| 6M | -18.5% | +45.5% | -64.0% | -36.8% |
| YTD | -22.3% | +13.7% | -35.9% | -32.3% |
| 1Y | -47.6% | +67.4% | -115.1% | -63.3% |
| 3Y | -49.8% | -13.2% | -36.5% | -53.9% |
| 5Y | -63.0% | -39.5% | -23.5% | -59.4% |
| All | +47.7% | +131.1% | -83.4% | -22.9% |
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