+110.2%
T vs BRKR
-11.8%
+122.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.5% | -8.7% | +10.1% | +1.2% |
| 30D | +7.5% | -9.9% | +17.3% | +7.1% |
| 3M | +14.8% | -3.1% | +17.9% | +15.0% |
| 6M | -1.7% | +45.5% | -47.2% | -0.5% |
| YTD | +8.7% | +13.7% | -5.0% | +9.7% |
| 1Y | -7.5% | +67.4% | -74.9% | -6.2% |
| 3Y | +110.2% | -13.2% | +123.5% | +111.7% |
| All | +110.2% | -11.8% | +122.0% | +111.7% |
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