+338.0%
RF vs BRKR
+155.3%
+182.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.0% | -8.7% | +7.7% | +1.6% |
| 30D | -3.7% | -9.9% | +6.2% | -1.1% |
| 3M | +5.3% | -3.1% | +8.4% | +3.8% |
| 6M | +17.2% | +45.5% | -28.3% | -0.6% |
| YTD | +14.5% | +13.7% | +0.8% | +4.6% |
| 1Y | +15.9% | +67.4% | -51.5% | -8.2% |
| 3Y | +91.2% | -13.2% | +104.4% | +77.9% |
| 5Y | +90.0% | -39.5% | +129.5% | +97.9% |
| All | +338.0% | +155.3% | +182.7% | +169.1% |
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