+8.1%
FPS vs BRKR
+38.2%
-30.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.8% |
| 7D | +3.1% | +2.5% | +0.6% | +2.5% |
| 30D | -18.6% | +11.5% | -30.0% | -20.7% |
| 3M | -51.5% | -2.4% | -49.1% | -52.4% |
| 6M | -8.5% | +52.3% | -60.8% | -23.9% |
| All | +8.1% | +38.2% | -30.1% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling