-0.2%
FTV vs BRKR
-37.9%
+37.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.2% |
| 7D | -3.1% | -10.0% | +6.9% | -0.7% |
| 30D | -10.3% | -8.7% | -1.6% | -8.6% |
| 3M | -8.0% | -2.8% | -5.2% | -9.2% |
| 6M | +1.9% | +56.4% | -54.5% | -12.9% |
| YTD | +0.3% | +12.0% | -11.8% | -6.5% |
| 1Y | +13.5% | +71.2% | -57.7% | -7.6% |
| 3Y | -2.6% | -21.1% | +18.4% | -5.0% |
| 5Y | -0.2% | -37.6% | +37.4% | -2.3% |
| All | -0.2% | -37.9% | +37.7% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling