+322.4%
NET vs BRKR
+9.9%
+312.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.9% | -15.5% | -4.7% |
| 7D | -16.4% | +2.9% | -19.2% | -16.8% |
| 30D | -25.8% | -0.1% | -25.7% | -25.9% |
| 3M | -11.5% | +26.9% | -38.5% | -15.2% |
| 6M | +18.9% | +75.6% | -56.7% | +4.1% |
| YTD | +35.2% | +35.8% | -0.6% | +23.3% |
| 1Y | +14.5% | +58.6% | -44.2% | +0.6% |
| All | +322.4% | +9.9% | +312.5% | +231.6% |
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 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