+45.9%
FTI vs BRKR
+47.8%
-1.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.0% | +4.5% | -4.4% |
| 7D | -8.0% | -6.4% | -1.7% | -7.8% |
| 30D | -11.9% | -4.0% | -7.8% | -11.7% |
| 3M | -11.0% | +10.7% | -21.8% | -11.0% |
| 6M | -17.8% | +53.0% | -70.8% | -19.9% |
| YTD | +38.5% | +23.6% | +14.9% | +37.4% |
| 1Y | +45.9% | +45.0% | +0.9% | +41.1% |
| All | +45.9% | +47.8% | -1.9% | +41.1% |
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 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