-22.6%
FPS vs BRKR
+50.9%
-73.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +12.9% | -30.2% | -20.9% |
| 7D | -23.3% | +2.9% | -26.2% | -24.0% |
| 30D | -42.4% | -0.1% | -42.3% | -42.5% |
| 3M | -43.0% | +26.9% | -70.0% | -46.7% |
| 6M | -44.5% | +75.6% | -120.1% | -56.4% |
| All | -22.6% | +50.9% | -73.5% | -36.0% |
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