+119.1%
M vs BRKR
-11.8%
+130.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.2% | +8.0% | +7.8% |
| 7D | -4.2% | -8.7% | +4.5% | -2.1% |
| 30D | -7.2% | -9.9% | +2.7% | -5.0% |
| 3M | -11.1% | -3.1% | -8.1% | -12.2% |
| 6M | +28.8% | +45.5% | -16.7% | +12.1% |
| YTD | +2.0% | +13.7% | -11.6% | -5.3% |
| 1Y | +31.3% | +67.4% | -36.2% | +7.5% |
| 3Y | +119.1% | -13.2% | +132.3% | +100.7% |
| All | +119.1% | -11.8% | +130.9% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling