+481.9%
NYT vs BRKR
+155.3%
+326.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.6% | -8.7% | +8.1% | +1.0% |
| 30D | +4.6% | -9.9% | +14.4% | +6.4% |
| 3M | -9.6% | -3.1% | -6.5% | -10.5% |
| 6M | -14.0% | +45.5% | -59.5% | -22.5% |
| YTD | -2.8% | +13.7% | -16.5% | -8.5% |
| 1Y | +15.6% | +67.4% | -51.8% | -0.9% |
| 3Y | +56.3% | -13.2% | +69.5% | +48.8% |
| 5Y | +39.5% | -39.5% | +79.0% | +43.7% |
| All | +481.9% | +155.3% | +326.6% | +304.2% |
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