+1,258.4%
NET vs BRKR
+37.0%
+1,221.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -9.0% | +0.7% | -4.6% |
| 7D | -21.2% | -6.4% | -14.8% | -19.3% |
| 30D | -31.1% | -4.0% | -27.1% | -30.2% |
| 3M | -16.5% | +10.7% | -27.3% | -21.3% |
| 6M | 0.0% | +53.0% | -53.0% | -23.2% |
| YTD | +24.0% | +23.6% | +0.4% | +2.9% |
| 1Y | +7.0% | +45.0% | -38.0% | -18.8% |
| 3Y | +279.6% | -0.1% | +279.7% | +210.1% |
| 5Y | +24.0% | -27.6% | +51.6% | +23.8% |
| All | +1,258.4% | +37.0% | +1,221.4% | +928.6% |
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