+295.8%
FTI vs BRKR
+155.3%
+140.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.4% | -8.7% | +4.3% | -2.3% |
| 30D | +1.5% | -9.9% | +11.3% | +3.9% |
| 3M | +8.2% | -3.1% | +11.3% | +6.9% |
| 6M | +18.8% | +45.5% | -26.7% | +3.2% |
| YTD | +71.7% | +13.7% | +58.0% | +58.9% |
| 1Y | +90.0% | +67.4% | +22.6% | +55.4% |
| 3Y | +270.5% | -13.2% | +283.7% | +244.7% |
| 5Y | +1,084.5% | -39.5% | +1,124.0% | +1,122.8% |
| All | +295.8% | +155.3% | +140.5% | +157.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling