+327.1%
NET vs BRKR
-9.7%
+336.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.7% |
| 7D | -7.0% | +2.5% | -9.5% | -7.4% |
| 30D | -4.8% | +11.5% | -16.3% | -6.8% |
| 3M | +3.8% | -2.4% | +6.2% | +2.6% |
| 6M | +50.0% | +52.3% | -2.3% | +32.7% |
| YTD | +41.5% | +24.5% | +17.0% | +30.1% |
| 1Y | +32.8% | +97.3% | -64.5% | +7.4% |
| All | +327.1% | -9.7% | +336.8% | +281.9% |
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 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